BVT Put 56 WMT 20.12.2024
/ DE000VD3SGV8
BVT Put 56 WMT 20.12.2024/ DE000VD3SGV8 /
| 2024-06-03 8:44:38 AM |
Chg.-0.018 |
Bid4:19:36 PM |
Ask4:19:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.045EUR |
-28.57% |
0.053
Bid Size: 170,000 |
0.063
Ask Size: 170,000 |
WALMART DL-,10 |
56.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SGV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
56.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-100.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
-0.46 |
| Time value: |
0.06 |
| Break-even: |
55.40 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
20.00% |
| Delta: |
-0.16 |
| Theta: |
0.00 |
| Omega: |
-16.64 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.045 |
| High: |
0.045 |
| Low: |
0.045 |
| Previous Close: |
0.063 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.05% |
| 1 Month |
|
|
-73.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.063 |
0.053 |
| 1M High / 1M Low: |
0.170 |
0.053 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
