BVT Put 15 CAR 20.09.2024
/ DE000VM36V69
BVT Put 15 CAR 20.09.2024/ DE000VM36V69 /
| 2024-05-28 8:43:00 AM |
Chg.-0.050 |
Bid1:42:37 PM |
Ask1:42:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-8.62% |
0.690
Bid Size: 40,000 |
0.710
Ask Size: 40,000 |
CARREFOUR S.A. INH.E... |
15.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM36V6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-27.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
-1.33 |
| Time value: |
0.60 |
| Break-even: |
14.40 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.06 |
| Spread %: |
11.11% |
| Delta: |
-0.28 |
| Theta: |
0.00 |
| Omega: |
-7.52 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.02% |
| 1 Month |
|
|
-32.05% |
| 3 Months |
|
|
-41.11% |
| YTD |
|
|
-34.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.550 |
| 1M High / 1M Low: |
0.890 |
0.410 |
| 6M High / 6M Low: |
1.260 |
0.410 |
| High (YTD): |
2024-02-12 |
1.260 |
| Low (YTD): |
2024-05-14 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.636 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.853 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.11% |
| Volatility 6M: |
|
169.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
