BVT Put 13 AOMD 20.09.2024
/ DE000VD2D7M9
BVT Put 13 AOMD 20.09.2024/ DE000VD2D7M9 /
| 2024-05-15 8:27:31 AM |
Chg.-0.070 |
Bid7:29:15 PM |
Ask7:29:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-11.86% |
0.580
Bid Size: 5,200 |
0.610
Ask Size: 5,200 |
ALSTOM S.A. INH. ... |
13.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-32.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.54 |
| Parity: |
-5.26 |
| Time value: |
0.57 |
| Break-even: |
12.43 |
| Moneyness: |
0.71 |
| Premium: |
0.32 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-4.29 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.64% |
| 1 Month |
|
|
-64.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.590 |
| 1M High / 1M Low: |
1.590 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
