BVT Put 10 XCA 20.12.2024
/ DE000VU9DSW9
BVT Put 10 XCA 20.12.2024/ DE000VU9DSW9 /
| 6/11/2024 8:42:33 AM |
Chg.+0.012 |
Bid10:19:47 AM |
Ask10:19:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.132EUR |
+10.00% |
0.140
Bid Size: 44,000 |
0.150
Ask Size: 44,000 |
CREDIT AGRICOLE INH.... |
10.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
VU9DSW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-98.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
-4.12 |
| Time value: |
0.14 |
| Break-even: |
9.86 |
| Moneyness: |
0.71 |
| Premium: |
0.30 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
7.52% |
| Delta: |
-0.07 |
| Theta: |
0.00 |
| Omega: |
-7.22 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.132 |
| High: |
0.132 |
| Low: |
0.132 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-0.75% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-71.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.125 |
0.119 |
| 1M High / 1M Low: |
0.157 |
0.116 |
| 6M High / 6M Low: |
0.490 |
0.116 |
| High (YTD): |
1/3/2024 |
0.490 |
| Low (YTD): |
5/22/2024 |
0.116 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.121 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.61% |
| Volatility 6M: |
|
98.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
