BVT Put 17 CAR 20.09.2024
/ DE000VM4SSP2
BVT Put 17 CAR 20.09.2024/ DE000VM4SSP2 /
| 2024-05-13 8:23:07 AM |
Chg.-0.12 |
Bid12:36:37 PM |
Ask12:36:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-7.27% |
1.36
Bid Size: 27,000 |
1.38
Ask Size: 27,000 |
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: |
-9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
0.51 |
| Time value: |
1.18 |
| Break-even: |
15.31 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.14 |
| Spread %: |
9.03% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-4.70 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.82% |
| 1 Month |
|
|
-25.37% |
| 3 Months |
|
|
-39.53% |
| YTD |
|
|
-6.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.65 |
| 1M High / 1M Low: |
2.40 |
1.65 |
| 6M High / 6M Low: |
2.61 |
1.31 |
| High (YTD): |
2024-02-12 |
2.61 |
| Low (YTD): |
2024-01-08 |
1.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.35% |
| Volatility 6M: |
|
120.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
