BVT Put 14.5 AOMD 20.09.2024
/ DE000VM3TW46
BVT Put 14.5 AOMD 20.09.2024/ DE000VM3TW46 /
| 5/27/2024 10:13:51 AM |
Chg.-0.011 |
Bid10:23:13 AM |
Ask10:23:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
14.50 - |
9/20/2024 |
Put |
Master data
| WKN: |
VM3TW4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.50 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
5/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-37.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.55 |
| Parity: |
-0.43 |
| Time value: |
0.05 |
| Break-even: |
14.00 |
| Moneyness: |
0.77 |
| Premium: |
0.26 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.01 |
| Spread %: |
25.00% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-5.53 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.055 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-72.84% |
| 3 Months |
|
|
-85.33% |
| YTD |
|
|
-87.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.044 |
| 1M High / 1M Low: |
0.162 |
0.044 |
| 6M High / 6M Low: |
0.430 |
0.044 |
| High (YTD): |
1/19/2024 |
0.420 |
| Low (YTD): |
5/27/2024 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.277 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.14% |
| Volatility 6M: |
|
127.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
