BVT Put 11 AOMD 20.09.2024
/ DE000VM3TXJ5
BVT Put 11 AOMD 20.09.2024/ DE000VM3TXJ5 /
| 2024-05-14 4:42:07 PM |
Chg.-0.004 |
Bid5:56:27 PM |
Ask5:56:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-13.79% |
0.027
Bid Size: 33,000 |
0.037
Ask Size: 33,000 |
ALSTOM S.A. INH. ... |
11.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM3TXJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-46.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.54 |
| Parity: |
-0.70 |
| Time value: |
0.04 |
| Break-even: |
10.61 |
| Moneyness: |
0.61 |
| Premium: |
0.41 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.01 |
| Spread %: |
34.48% |
| Delta: |
-0.09 |
| Theta: |
0.00 |
| Omega: |
-4.01 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.025 |
| Previous Close: |
0.029 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.81% |
| 1 Month |
|
|
-69.88% |
| 3 Months |
|
|
-81.88% |
| YTD |
|
|
-84.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.028 |
| 1M High / 1M Low: |
0.093 |
0.028 |
| 6M High / 6M Low: |
0.190 |
0.028 |
| High (YTD): |
2024-01-19 |
0.183 |
| Low (YTD): |
2024-05-08 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.122 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.90% |
| Volatility 6M: |
|
179.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
