BVT Put 170 CVX 20.09.2024
/ DE000VM367Z0
BVT Put 170 CVX 20.09.2024/ DE000VM367Z0 /
| 2024-06-20 8:04:24 PM |
Chg.-0.260 |
Bid9:33:36 PM |
Ask9:33:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
-15.76% |
1.410
Bid Size: 17,000 |
1.420
Ask Size: 17,000 |
Chevron Corporation |
170.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM367Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
1.55 |
| Time value: |
0.12 |
| Break-even: |
141.48 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.21% |
| Delta: |
-0.75 |
| Theta: |
-0.02 |
| Omega: |
-6.38 |
| Rho: |
-0.31 |
Quote data
| Open: |
1.650 |
| High: |
1.650 |
| Low: |
1.390 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.20% |
| 1 Month |
|
|
+32.38% |
| 3 Months |
|
|
-16.77% |
| YTD |
|
|
-37.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.620 |
| 1M High / 1M Low: |
1.750 |
1.050 |
| 6M High / 6M Low: |
2.900 |
0.950 |
| High (YTD): |
2024-01-18 |
2.900 |
| Low (YTD): |
2024-05-10 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.741 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.25% |
| Volatility 6M: |
|
106.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
