BVT Put 12.5 XCA 20.12.2024
/ DE000VM0XBC4
BVT Put 12.5 XCA 20.12.2024/ DE000VM0XBC4 /
| 2024-06-11 8:15:42 AM |
Chg.+0.060 |
Bid10:11:51 AM |
Ask10:11:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+20.69% |
0.370
Bid Size: 44,000 |
0.380
Ask Size: 44,000 |
CREDIT AGRICOLE INH.... |
12.50 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VM0XBC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-38.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-1.62 |
| Time value: |
0.37 |
| Break-even: |
12.13 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-8.02 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.63% |
| 1 Month |
|
|
+6.06% |
| 3 Months |
|
|
-69.57% |
| YTD |
|
|
-72.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.330 |
0.270 |
| 6M High / 6M Low: |
1.540 |
0.270 |
| High (YTD): |
2024-02-13 |
1.540 |
| Low (YTD): |
2024-06-04 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.903 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.31% |
| Volatility 6M: |
|
101.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
