BVT Put 17 CAR 20.09.2024
/ DE000VM4SSP2
BVT Put 17 CAR 20.09.2024/ DE000VM4SSP2 /
| 5/24/2024 9:21:21 AM |
Chg.+0.17 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
+10.12% |
-
Bid Size: - |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
17.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.20 |
| Parity: |
0.70 |
| Time value: |
1.21 |
| Break-even: |
15.09 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.15 |
| Spread %: |
8.52% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-4.24 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.47% |
| 1 Month |
|
|
-10.19% |
| 3 Months |
|
|
+5.71% |
| YTD |
|
|
+12.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.52 |
| 1M High / 1M Low: |
2.28 |
1.23 |
| 6M High / 6M Low: |
2.61 |
1.23 |
| High (YTD): |
2/12/2024 |
2.61 |
| Low (YTD): |
5/14/2024 |
1.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.13% |
| Volatility 6M: |
|
139.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
