BVT Put 17 CAR 20.09.2024
/ DE000VM4SSP2
BVT Put 17 CAR 20.09.2024/ DE000VM4SSP2 /
| 2024-06-06 8:22:30 AM |
Chg.+0.12 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
+6.15% |
-
Bid Size: - |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
17.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM4SSP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
2.06 |
| Time value: |
0.16 |
| Break-even: |
14.79 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.16 |
| Spread %: |
7.80% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-5.05 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.07 |
| High: |
2.07 |
| Low: |
2.07 |
| Previous Close: |
1.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.97% |
| 1 Month |
|
|
-5.05% |
| 3 Months |
|
|
-7.59% |
| YTD |
|
|
+26.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.81 |
| 1M High / 1M Low: |
2.18 |
1.23 |
| 6M High / 6M Low: |
2.61 |
1.23 |
| High (YTD): |
2024-02-12 |
2.61 |
| Low (YTD): |
2024-05-14 |
1.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.33% |
| Volatility 6M: |
|
140.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
