BVT Put 80 CPA 20.12.2024
/ DE000VD3SWT9
BVT Put 80 CPA 20.12.2024/ DE000VD3SWT9 /
| 2024-06-11 8:48:06 AM |
Chg.+0.002 |
Bid7:18:46 PM |
Ask7:18:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
+2.90% |
0.072
Bid Size: 120,000 |
0.082
Ask Size: 120,000 |
COLGATE-PALMOLIVE ... |
80.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SWT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COLGATE-PALMOLIVE DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-107.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.13 |
| Parity: |
-0.72 |
| Time value: |
0.08 |
| Break-even: |
79.19 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
-0.15 |
| Theta: |
0.00 |
| Omega: |
-16.59 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.069 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.47% |
| 1 Month |
|
|
-14.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.069 |
| 1M High / 1M Low: |
0.116 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
