BVT Put 12 FTE 20.12.2024
/ DE000VM2RBV2
BVT Put 12 FTE 20.12.2024/ DE000VM2RBV2 /
| 6/12/2024 10:22:15 AM |
Chg.+0.110 |
Bid10:27:20 AM |
Ask10:27:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.360EUR |
+4.89% |
2.380
Bid Size: 22,000 |
2.390
Ask Size: 0 |
ORANGE INH. ... |
12.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
VM2RBV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.14 |
| Parity: |
2.20 |
| Time value: |
0.11 |
| Break-even: |
9.69 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.08 |
| Spread %: |
3.59% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-3.12 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.360 |
| High: |
2.360 |
| Low: |
2.360 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.32% |
| 1 Month |
|
|
+26.20% |
| 3 Months |
|
|
+21.03% |
| YTD |
|
|
+11.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.250 |
1.570 |
| 1M High / 1M Low: |
2.250 |
1.550 |
| 6M High / 6M Low: |
2.250 |
1.290 |
| High (YTD): |
6/11/2024 |
2.250 |
| Low (YTD): |
1/23/2024 |
1.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.761 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.67% |
| Volatility 6M: |
|
87.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
