BVT Put 14 AOMD 20.09.2024
/ DE000VD2D704
BVT Put 14 AOMD 20.09.2024/ DE000VD2D704 /
| 15/05/2024 08:27:30 |
Chg.-0.080 |
Bid13:01:55 |
Ask13:01:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-10.81% |
0.730
Bid Size: 22,000 |
0.760
Ask Size: 22,000 |
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: |
-25.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.54 |
| Parity: |
-4.26 |
| Time value: |
0.72 |
| Break-even: |
13.28 |
| Moneyness: |
0.77 |
| Premium: |
0.27 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.03 |
| Spread %: |
4.35% |
| Delta: |
-0.17 |
| Theta: |
-0.01 |
| Omega: |
-4.33 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.50% |
| 1 Month |
|
|
-63.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.740 |
| 1M High / 1M Low: |
1.990 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
