BVT Put 8.5 AOMD 21.06.2024
/ DE000VM36S72
BVT Put 8.5 AOMD 21.06.2024/ DE000VM36S72 /
| 2024-04-26 7:54:45 PM |
Chg.-0.001 |
Bid8:00:12 PM |
Ask8:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
-25.00% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
8.50 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VM36S7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-75.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.53 |
| Parity: |
-0.65 |
| Time value: |
0.02 |
| Break-even: |
8.30 |
| Moneyness: |
0.56 |
| Premium: |
0.45 |
| Premium p.a.: |
10.68 |
| Spread abs.: |
0.02 |
| Spread %: |
566.67% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-4.52 |
| Rho: |
0.00 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.003 |
| Previous Close: |
0.004 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-92.50% |
| YTD |
|
|
-93.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.004 |
0.003 |
| 1M High / 1M Low: |
0.017 |
0.003 |
| 6M High / 6M Low: |
0.074 |
0.003 |
| High (YTD): |
2024-01-03 |
0.069 |
| Low (YTD): |
2024-04-26 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.003 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.037 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
833.74% |
| Volatility 6M: |
|
398.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
