BVT Put 12 XCA 20.12.2024
/ DE000VM0KSJ0
BVT Put 12 XCA 20.12.2024/ DE000VM0KSJ0 /
| 10/06/2024 08:11:39 |
Chg.+0.006 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+2.56% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
12.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
VM0KSJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/08/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-62.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
-2.64 |
| Time value: |
0.23 |
| Break-even: |
11.77 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
4.48% |
| Delta: |
-0.13 |
| Theta: |
0.00 |
| Omega: |
-8.31 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.234 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
-73.33% |
| YTD |
|
|
-76.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.225 |
| 1M High / 1M Low: |
0.270 |
0.221 |
| 6M High / 6M Low: |
1.210 |
0.221 |
| High (YTD): |
14/02/2024 |
1.210 |
| Low (YTD): |
03/06/2024 |
0.221 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.727 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.75% |
| Volatility 6M: |
|
101.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
