BVT Put 16.976 AOMD 20.12.2024
/ DE000VU9HEE8
BVT Put 16.976 AOMD 20.12.2024/ DE000VU9HEE8 /
| 2024-06-05 8:49:25 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.198EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
16.976 - |
2024-12-20 |
Put |
Master data
| WKN: |
VU9HEE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.98 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-06-05 |
| Ratio: |
9.43:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.55 |
| Parity: |
0.16 |
| Time value: |
0.04 |
| Break-even: |
15.15 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
5.43% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-5.26 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.198 |
| High: |
0.198 |
| Low: |
0.198 |
| Previous Close: |
0.183 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
-70.45% |
| YTD |
|
|
-69.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.240 |
0.152 |
| 6M High / 6M Low: |
0.750 |
0.152 |
| High (YTD): |
2024-01-19 |
0.750 |
| Low (YTD): |
2024-05-29 |
0.152 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.543 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.16% |
| Volatility 6M: |
|
113.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
