BVT Put 11 XCA 20.09.2024
/ DE000VM3AL24
BVT Put 11 XCA 20.09.2024/ DE000VM3AL24 /
| 2024-06-12 8:32:06 AM |
Chg.+0.020 |
Bid1:22:06 PM |
Ask1:22:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.111EUR |
+21.98% |
0.104
Bid Size: 44,000 |
0.114
Ask Size: 44,000 |
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: |
-99.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
-2.57 |
| Time value: |
0.14 |
| Break-even: |
10.86 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.01 |
| Spread %: |
7.94% |
| Delta: |
-0.10 |
| Theta: |
0.00 |
| Omega: |
-10.30 |
| Rho: |
0.00 |
Quote data
| Open: |
0.111 |
| High: |
0.111 |
| Low: |
0.111 |
| Previous Close: |
0.091 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.67% |
| 1 Month |
|
|
+35.37% |
| 3 Months |
|
|
-66.36% |
| YTD |
|
|
-78.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.091 |
0.064 |
| 1M High / 1M Low: |
0.105 |
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: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.06% |
| Volatility 6M: |
|
145.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
