BVT Put 16 XCA 20.09.2024
/ DE000VD51XC6
BVT Put 16 XCA 20.09.2024/ DE000VD51XC6 /
| 2024-06-17 8:21:59 AM |
Chg.+0.36 |
Bid9:08:22 AM |
Ask9:08:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
+14.01% |
3.03
Bid Size: 25,000 |
3.04
Ask Size: 25,000 |
CREDIT AGRICOLE INH.... |
16.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VD51XC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
2.97 |
| Time value: |
0.15 |
| Break-even: |
12.89 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.09 |
| Spread %: |
2.98% |
| Delta: |
-0.79 |
| Theta: |
0.00 |
| Omega: |
-3.32 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.93 |
| High: |
2.93 |
| Low: |
2.93 |
| Previous Close: |
2.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+79.75% |
| 1 Month |
|
|
+89.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
1.63 |
| 1M High / 1M Low: |
2.57 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
