BVT Put 16.5 CAR/ DE000VD16S10 /
2024-06-21 10:27:02 AM | Chg.+0.130 | Bid11:48:40 AM | Ask11:48:40 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.710EUR | +5.04% | 2.710 Bid Size: 24,000 |
2.770 Ask Size: 24,000 |
CARREFOUR S.A. INH.E... | 16.50 EUR | 2024-06-21 | Put |
Master data
WKN: | VD16S1 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | CARREFOUR S.A. INH.EO 2,5 |
Type: | Warrant |
Option type: | Put |
Strike price: | 16.50 EUR |
Maturity: | 2024-06-21 |
Issue date: | 2024-03-14 |
Last trading day: | 2024-06-21 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -5.05 |
Leverage: | Yes |
Calculated values
Fair value: | 2.57 |
---|---|
Intrinsic value: | 2.57 |
Implied volatility: | 3.12 |
Historic volatility: | 0.22 |
Parity: | 2.57 |
Time value: | 0.19 |
Break-even: | 13.74 |
Moneyness: | 1.18 |
Premium: | 0.01 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.21 |
Spread %: | 8.24% |
Delta: | -0.83 |
Theta: | -0.29 |
Omega: | -4.19 |
Rho: | 0.00 |
Quote data
Open: | 2.710 |
---|---|
High: | 2.710 |
Low: | 2.710 |
Previous Close: | 2.580 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +32.20% | ||
---|---|---|---|
1 Month | +150.93% | ||
3 Months | +78.29% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.580 | 1.800 |
---|---|---|
1M High / 1M Low: | 2.580 | 1.000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.280 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.603 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 210.11% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |