BVT Put 10 AOMD 20.09.2024
/ DE000VM52WS3
BVT Put 10 AOMD 20.09.2024/ DE000VM52WS3 /
| 2024-05-27 10:20:43 AM |
Chg.-0.045 |
Bid10:23:13 AM |
Ask10:23:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-29.03% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
10.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM52WS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-05-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-87.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.55 |
| Parity: |
-7.30 |
| Time value: |
0.20 |
| Break-even: |
9.80 |
| Moneyness: |
0.58 |
| Premium: |
0.43 |
| Premium p.a.: |
2.41 |
| Spread abs.: |
0.09 |
| Spread %: |
82.41% |
| Delta: |
-0.06 |
| Theta: |
0.00 |
| Omega: |
-4.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.155 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-70.27% |
| 3 Months |
|
|
-87.64% |
| YTD |
|
|
-91.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.380 |
0.110 |
| 6M High / 6M Low: |
1.540 |
0.110 |
| High (YTD): |
2024-01-19 |
1.510 |
| Low (YTD): |
2024-05-27 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.880 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.41% |
| Volatility 6M: |
|
177.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
