BVT Put 220 AEC1 20.12.2024
/ DE000VD21KC6
BVT Put 220 AEC1 20.12.2024/ DE000VD21KC6 /
| 2024-05-02 8:43:36 AM |
Chg.+0.140 |
Bid6:08:18 PM |
Ask6:08:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
+14.29% |
1.120
Bid Size: 38,000 |
1.140
Ask Size: 38,000 |
AMER. EXPRESS DL... |
220.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21KC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.20 |
| Parity: |
0.40 |
| Time value: |
0.72 |
| Break-even: |
208.80 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.82% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-8.77 |
| Rho: |
-0.70 |
Quote data
| Open: |
1.120 |
| High: |
1.120 |
| Low: |
1.120 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.80% |
| 1 Month |
|
|
-21.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.980 |
| 1M High / 1M Low: |
1.880 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
