BVT Put 11.5 AOMD 20.09.2024
/ DE000VM52X66
BVT Put 11.5 AOMD 20.09.2024/ DE000VM52X66 /
| 5/13/2024 8:03:27 PM |
Chg.-0.040 |
Bid8:25:17 AM |
Ask8:25:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-8.89% |
0.400
Bid Size: 7,500 |
0.430
Ask Size: 7,500 |
ALSTOM S.A. INH. ... |
11.50 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VM52X6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-36.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.54 |
| Parity: |
-5.61 |
| Time value: |
0.47 |
| Break-even: |
11.03 |
| Moneyness: |
0.67 |
| Premium: |
0.36 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
-0.11 |
| Theta: |
0.00 |
| Omega: |
-4.15 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.410 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.92% |
| 1 Month |
|
|
-60.19% |
| 3 Months |
|
|
-75.74% |
| YTD |
|
|
-77.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.410 |
| 1M High / 1M Low: |
1.140 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/19/2024 |
2.120 |
| Low (YTD): |
5/13/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
