BVT Put 13.5 EOAN 20.09.2024
/ DE000VD18EH4
BVT Put 13.5 EOAN 20.09.2024/ DE000VD18EH4 /
| 2024-06-19 7:50:28 PM |
Chg.-0.040 |
Bid9:45:21 PM |
Ask9:45:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-3.48% |
-
Bid Size: - |
-
Ask Size: - |
E.ON SE NA O.N. |
13.50 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD18EH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
1.06 |
| Time value: |
0.16 |
| Break-even: |
12.29 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
3.42% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-7.18 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.140 |
| High: |
1.180 |
| Low: |
1.110 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.72% |
| 1 Month |
|
|
+12.12% |
| 3 Months |
|
|
-29.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.150 |
| 1M High / 1M Low: |
1.340 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
