BVT Put 11 AOMD 20.09.2024
/ DE000VM3TXJ5
BVT Put 11 AOMD 20.09.2024/ DE000VM3TXJ5 /
| 5/13/2024 7:45:04 PM |
Chg.-0.002 |
Bid9:46:10 PM |
Ask9:46:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-6.45% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
11.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-41.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.54 |
| Parity: |
-0.61 |
| Time value: |
0.04 |
| Break-even: |
10.59 |
| Moneyness: |
0.64 |
| Premium: |
0.38 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.01 |
| Spread %: |
32.26% |
| Delta: |
-0.10 |
| Theta: |
0.00 |
| Omega: |
-4.13 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.029 |
| Previous Close: |
0.031 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.56% |
| 1 Month |
|
|
-65.06% |
| 3 Months |
|
|
-79.43% |
| YTD |
|
|
-81.53% |
| 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): |
1/19/2024 |
0.183 |
| Low (YTD): |
5/8/2024 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.85% |
| Volatility 6M: |
|
179.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
