BVT Put 17 CAR 20.09.2024
/ DE000VM4SSP2
BVT Put 17 CAR 20.09.2024/ DE000VM4SSP2 /
| 2024-06-25 8:20:02 AM |
Chg.+0.03 |
Bid5:27:08 PM |
Ask5:27:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.22EUR |
+0.94% |
3.22
Bid Size: 24,000 |
3.24
Ask Size: 24,000 |
CARREFOUR S.A. INH.E... |
17.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
VM4SSP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
3.20 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
3.20 |
| Time value: |
0.13 |
| Break-even: |
13.68 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.17 |
| Spread %: |
5.40% |
| Delta: |
-0.81 |
| Theta: |
0.00 |
| Omega: |
-3.36 |
| Rho: |
-0.03 |
Quote data
| Open: |
3.22 |
| High: |
3.22 |
| Low: |
3.22 |
| Previous Close: |
3.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.95% |
| 1 Month |
|
|
+74.05% |
| 3 Months |
|
|
+60.20% |
| YTD |
|
|
+96.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.73 |
| 1M High / 1M Low: |
3.19 |
1.74 |
| 6M High / 6M Low: |
3.19 |
1.23 |
| High (YTD): |
2024-06-24 |
3.19 |
| Low (YTD): |
2024-05-14 |
1.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.11% |
| Volatility 6M: |
|
136.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
