BVT Put 11 XCA 20.09.2024
/ DE000VM3AL24
BVT Put 11 XCA 20.09.2024/ DE000VM3AL24 /
| 2024-06-20 8:31:53 AM |
Chg.-0.019 |
Bid10:21:16 AM |
Ask10:21:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.163EUR |
-10.44% |
0.165
Bid Size: 48,000 |
0.175
Ask Size: 48,000 |
CREDIT AGRICOLE INH.... |
11.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM3AL2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-73.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
-1.96 |
| Time value: |
0.18 |
| Break-even: |
10.82 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
5.99% |
| Delta: |
-0.14 |
| Theta: |
0.00 |
| Omega: |
-10.33 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.163 |
| High: |
0.163 |
| Low: |
0.163 |
| Previous Close: |
0.182 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.39% |
| 1 Month |
|
|
+98.78% |
| 3 Months |
|
|
-45.67% |
| YTD |
|
|
-68.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.101 |
| 1M High / 1M Low: |
0.240 |
0.064 |
| 6M High / 6M Low: |
0.600 |
0.064 |
| High (YTD): |
2024-02-08 |
0.600 |
| Low (YTD): |
2024-06-10 |
0.064 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.296 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.70% |
| Volatility 6M: |
|
185.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
