BVT Put 14 AOMD 20.09.2024
/ DE000VD2D704
BVT Put 14 AOMD 20.09.2024/ DE000VD2D704 /
| 14/05/2024 16:53:58 |
Chg.-0.100 |
Bid17:31:13 |
Ask17:31:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-13.16% |
0.700
Bid Size: 215 |
0.790
Ask Size: 215 |
ALSTOM S.A. INH. ... |
14.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VD2D70 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.54 |
| Parity: |
-4.00 |
| Time value: |
0.78 |
| Break-even: |
13.22 |
| Moneyness: |
0.78 |
| Premium: |
0.27 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.03 |
| Spread %: |
4.00% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-4.20 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.660 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.62% |
| 1 Month |
|
|
-64.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.760 |
| 1M High / 1M Low: |
2.020 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
