BVT Put 13 AOMD 20.09.2024/  DE000VD2D7M9  /

Frankfurt Zert./VONT
5/14/2024  7:57:35 PM Chg.-0.040 Bid9:39:34 PM Ask9:39:34 PM Underlying Strike price Expiration date Option type
0.560EUR -6.67% 0.530
Bid Size: 5,700
0.560
Ask Size: 5,700
ALSTOM S.A. INH. ... 13.00 EUR 9/20/2024 Put
 

Master data

WKN: VD2D7M
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Put
Strike price: 13.00 EUR
Maturity: 9/20/2024
Issue date: 3/19/2024
Last trading day: 9/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -29.03
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.54
Parity: -5.00
Time value: 0.62
Break-even: 12.38
Moneyness: 0.72
Premium: 0.31
Premium p.a.: 1.16
Spread abs.: 0.03
Spread %: 5.08%
Delta: -0.14
Theta: -0.01
Omega: -4.16
Rho: -0.01
 

Quote data

Open: 0.620
High: 0.620
Low: 0.530
Previous Close: 0.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -42.27%
1 Month
  -62.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.600
1M High / 1M Low: 1.620 0.600
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   1.103
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -