BVT Put 11.5 AOMD 20.09.2024
/ DE000VM3TW53
BVT Put 11.5 AOMD 20.09.2024/ DE000VM3TW53 /
| 2024-05-24 8:02:21 PM |
Chg.-0.006 |
Bid10:22:45 AM |
Ask10:22:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
-24.00% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
11.50 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM3TW5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-59.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.55 |
| Parity: |
-0.58 |
| Time value: |
0.03 |
| Break-even: |
11.21 |
| Moneyness: |
0.66 |
| Premium: |
0.35 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.01 |
| Spread %: |
52.63% |
| Delta: |
-0.09 |
| Theta: |
0.00 |
| Omega: |
-5.23 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.019 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-67.24% |
| 3 Months |
|
|
-87.33% |
| YTD |
|
|
-89.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.056 |
0.019 |
| 6M High / 6M Low: |
0.214 |
0.019 |
| High (YTD): |
2024-01-19 |
0.205 |
| Low (YTD): |
2024-05-24 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.127 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.30% |
| Volatility 6M: |
|
169.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
