BVT Put 17 CAR 21.06.2024
/ DE000VM4SSQ0
BVT Put 17 CAR 21.06.2024/ DE000VM4SSQ0 /
| 2024-06-20 8:22:33 AM |
Chg.0.00 |
Bid2:26:34 PM |
Ask2:26:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.99EUR |
0.00% |
3.01
Bid Size: 23,000 |
3.07
Ask Size: 23,000 |
CARREFOUR S.A. INH.E... |
17.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VM4SSQ |
| 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: |
2024-06-21 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
3.46 |
| Historic volatility: |
0.22 |
| Parity: |
3.07 |
| Time value: |
0.19 |
| Break-even: |
13.74 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.21 |
| Spread %: |
6.89% |
| Delta: |
-0.84 |
| Theta: |
-0.30 |
| Omega: |
-3.60 |
| Rho: |
0.00 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.99 |
| Previous Close: |
2.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.91% |
| 1 Month |
|
|
+133.59% |
| 3 Months |
|
|
+43.06% |
| YTD |
|
|
+128.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.99 |
2.20 |
| 1M High / 1M Low: |
2.99 |
1.28 |
| 6M High / 6M Low: |
2.99 |
0.91 |
| High (YTD): |
2024-06-19 |
2.99 |
| Low (YTD): |
2024-05-14 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.21% |
| Volatility 6M: |
|
182.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
