BVT Put 8.5 AOMD 20.09.2024
/ DE000VM52WH6
BVT Put 8.5 AOMD 20.09.2024/ DE000VM52WH6 /
2024-05-27 8:24:59 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.104EUR |
- |
- Bid Size: - |
- Ask Size: - |
ALSTOM S.A. INH. ... |
8.50 - |
2024-09-20 |
Put |
Master data
WKN: |
VM52WH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ALSTOM S.A. INH. EO 7 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8.50 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-29 |
Last trading day: |
2024-05-27 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-98.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.96 |
Historic volatility: |
0.55 |
Parity: |
-10.20 |
Time value: |
0.19 |
Break-even: |
8.31 |
Moneyness: |
0.45 |
Premium: |
0.56 |
Premium p.a.: |
3.22 |
Spread abs.: |
0.12 |
Spread %: |
166.20% |
Delta: |
-0.04 |
Theta: |
0.00 |
Omega: |
-3.80 |
Rho: |
0.00 |
Quote data
Open: |
0.104 |
High: |
0.104 |
Low: |
0.104 |
Previous Close: |
0.107 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-2.80% |
1 Month |
|
|
-52.73% |
3 Months |
|
|
-77.39% |
YTD |
|
|
-87.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.104 |
0.104 |
1M High / 1M Low: |
0.260 |
0.074 |
6M High / 6M Low: |
1.050 |
0.074 |
High (YTD): |
2024-01-19 |
1.050 |
Low (YTD): |
2024-05-21 |
0.074 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.561 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
523.12% |
Volatility 6M: |
|
247.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |