BVT Put 16 CAR 21.06.2024
/ DE000VM36WN7
BVT Put 16 CAR 21.06.2024/ DE000VM36WN7 /
| 2024-06-20 8:44:13 AM |
Chg.-0.05 |
Bid3:30:34 PM |
Ask3:30:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
-2.43% |
2.09
Bid Size: 24,000 |
2.15
Ask Size: 24,000 |
CARREFOUR S.A. INH.E... |
16.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VM36WN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
2.75 |
| Historic volatility: |
0.22 |
| Parity: |
2.07 |
| Time value: |
0.19 |
| Break-even: |
13.74 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.21 |
| Spread %: |
10.24% |
| Delta: |
-0.81 |
| Theta: |
-0.27 |
| Omega: |
-5.01 |
| Rho: |
0.00 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.34% |
| 1 Month |
|
|
+302.00% |
| 3 Months |
|
|
+55.81% |
| YTD |
|
|
+133.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
1.18 |
| 1M High / 1M Low: |
2.55 |
0.50 |
| 6M High / 6M Low: |
2.55 |
0.34 |
| High (YTD): |
2024-06-18 |
2.55 |
| Low (YTD): |
2024-05-14 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.45% |
| Volatility 6M: |
|
282.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
