BVT Put 140 CVX 20.09.2024
/ DE000VM3Q7U7
BVT Put 140 CVX 20.09.2024/ DE000VM3Q7U7 /
| 24/06/2024 08:34:44 |
Chg.+0.011 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.142EUR |
+8.40% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
140.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM3Q7U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-94.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-1.43 |
| Time value: |
0.15 |
| Break-even: |
129.45 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
6.94% |
| Delta: |
-0.16 |
| Theta: |
-0.02 |
| Omega: |
-15.03 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.142 |
| High: |
0.142 |
| Low: |
0.142 |
| Previous Close: |
0.131 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.05% |
| 1 Month |
|
|
-5.96% |
| 3 Months |
|
|
-60.56% |
| YTD |
|
|
-80.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.203 |
0.131 |
| 1M High / 1M Low: |
0.203 |
0.099 |
| 6M High / 6M Low: |
0.990 |
0.089 |
| High (YTD): |
18/01/2024 |
0.990 |
| Low (YTD): |
20/05/2024 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.99% |
| Volatility 6M: |
|
187.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
