BVT Put 16.5 GZF 21.06.2024
/ DE000VD3VVA5
BVT Put 16.5 GZF 21.06.2024/ DE000VD3VVA5 /
| 2024-06-10 9:48:05 AM |
Chg.+1.09 |
Bid4:58:30 PM |
Ask4:58:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+103.81% |
2.17
Bid Size: 15,000 |
2.18
Ask Size: 15,000 |
ENGIE S.A. INH. ... |
16.50 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VD3VVA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.16 |
| Parity: |
1.50 |
| Time value: |
0.14 |
| Break-even: |
14.86 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.12 |
| Spread %: |
7.89% |
| Delta: |
-0.81 |
| Theta: |
-0.02 |
| Omega: |
-7.37 |
| Rho: |
0.00 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+137.78% |
| 1 Month |
|
|
+132.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.86 |
| 1M High / 1M Low: |
1.18 |
0.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
