BVT Put 13.5 EOAN 20.12.2024
/ DE000VD18EY9
BVT Put 13.5 EOAN 20.12.2024/ DE000VD18EY9 /
2024-09-20 7:54:12 PM |
Chg.-0.020 |
Bid9:58:34 PM |
Ask9:58:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
-3.39% |
- Bid Size: - |
- Ask Size: - |
E.ON SE NA O.N. |
13.50 EUR |
2024-12-20 |
Put |
Master data
WKN: |
VD18EY |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
E.ON SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-15 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-22.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.24 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
0.24 |
Time value: |
0.36 |
Break-even: |
12.90 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
5.26% |
Delta: |
-0.52 |
Theta: |
0.00 |
Omega: |
-11.45 |
Rho: |
-0.02 |
Quote data
Open: |
0.570 |
High: |
0.580 |
Low: |
0.540 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+29.55% |
1 Month |
|
|
-54.40% |
3 Months |
|
|
-49.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.390 |
1M High / 1M Low: |
1.250 |
0.390 |
6M High / 6M Low: |
2.000 |
0.390 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.480 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.737 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.258 |
Avg. volume 6M: |
|
54.264 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.26% |
Volatility 6M: |
|
134.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |