BVT Put 50 BAS 17.05.2024
/ DE000VD1L7C1
BVT Put 50 BAS 17.05.2024/ DE000VD1L7C1 /
| 2024-05-02 7:51:15 PM |
Chg.+0.018 |
Bid9:57:54 PM |
Ask9:57:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.177EUR |
+11.32% |
-
Bid Size: - |
-
Ask Size: - |
BASF SE NA O.N. |
50.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD1L7C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BASF SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-28.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.08 |
| Time value: |
0.09 |
| Break-even: |
48.26 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
8.07% |
| Delta: |
-0.58 |
| Theta: |
-0.04 |
| Omega: |
-16.34 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.161 |
| High: |
0.177 |
| Low: |
0.153 |
| Previous Close: |
0.159 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.32% |
| 1 Month |
|
|
+48.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.185 |
0.159 |
| 1M High / 1M Low: |
0.300 |
0.111 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.171 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
