BVT Put 220 AXP 21.06.2024
/ DE000VD02UX1
BVT Put 220 AXP 21.06.2024/ DE000VD02UX1 /
| 2024-04-30 8:33:15 AM |
Chg.-0.033 |
Bid6:24:39 PM |
Ask6:24:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.196EUR |
-14.41% |
0.214
Bid Size: 37,000 |
0.226
Ask Size: 37,000 |
American Express Com... |
220.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VD02UX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-109.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-1.77 |
| Time value: |
0.20 |
| Break-even: |
203.28 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.17 |
| Theta: |
-0.05 |
| Omega: |
-18.50 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.196 |
| High: |
0.196 |
| Low: |
0.196 |
| Previous Close: |
0.229 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.61% |
| 1 Month |
|
|
-71.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.221 |
| 1M High / 1M Low: |
1.150 |
0.221 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.720 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
