BVT Put 20.5 8TI 18.07.2024
/ DE000VD58JN7
BVT Put 20.5 8TI 18.07.2024/ DE000VD58JN7 /
| 2024-05-31 8:41:56 AM |
Chg.-0.220 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-23.40% |
-
Bid Size: - |
-
Ask Size: - |
STELLANTIS NV EO... |
20.50 EUR |
2024-07-18 |
Put |
Master data
| WKN: |
VD58JN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STELLANTIS NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.50 EUR |
| Maturity: |
2024-07-18 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
0.28 |
| Time value: |
0.61 |
| Break-even: |
19.62 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.13 |
| Spread %: |
17.33% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-11.86 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.10% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.580 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
