BVT Put 130 CHV 20.12.2024
/ DE000VD3LN02
BVT Put 130 CHV 20.12.2024/ DE000VD3LN02 /
2024-09-20 8:48:48 AM |
Chg.-0.006 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.181EUR |
-3.21% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
130.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3LN0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-08 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-74.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.10 |
Historic volatility: |
0.18 |
Parity: |
-0.05 |
Time value: |
0.18 |
Break-even: |
128.24 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
6.02% |
Delta: |
-0.39 |
Theta: |
-0.01 |
Omega: |
-28.91 |
Rho: |
-0.13 |
Quote data
Open: |
0.181 |
High: |
0.181 |
Low: |
0.181 |
Previous Close: |
0.187 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-43.44% |
1 Month |
|
|
-8.59% |
3 Months |
|
|
+9.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.181 |
1M High / 1M Low: |
0.360 |
0.136 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.222 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.224 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
275.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |