BVT Put 9.5 XCA 20.09.2024
/ DE000VM3ALC5
BVT Put 9.5 XCA 20.09.2024/ DE000VM3ALC5 /
| 2024-05-03 8:28:28 AM |
Chg.-0.016 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-20.25% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
9.50 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM3ALC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
9.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-199.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.20 |
| Parity: |
-5.27 |
| Time value: |
0.07 |
| Break-even: |
9.43 |
| Moneyness: |
0.64 |
| Premium: |
0.36 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.02 |
| Spread %: |
27.59% |
| Delta: |
-0.04 |
| Theta: |
0.00 |
| Omega: |
-7.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.079 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.98% |
| 1 Month |
|
|
-34.38% |
| 3 Months |
|
|
-71.23% |
| YTD |
|
|
-75.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.063 |
| 1M High / 1M Low: |
0.132 |
0.063 |
| 6M High / 6M Low: |
0.480 |
0.063 |
| High (YTD): |
2024-01-03 |
0.280 |
| Low (YTD): |
2024-05-03 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.225 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.02% |
| Volatility 6M: |
|
95.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
