BVT Put 195 CMC 20.09.2024
/ DE000VD2F667
BVT Put 195 CMC 20.09.2024/ DE000VD2F667 /
| 6/13/2024 1:54:21 PM |
Chg.+0.030 |
Bid3:25:04 PM |
Ask3:25:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+3.95% |
0.780
Bid Size: 1,800 |
0.820
Ask Size: 1,800 |
JPMORGAN CHASE ... |
195.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VD2F66 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/20/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
1.79 |
| Time value: |
-0.95 |
| Break-even: |
186.60 |
| Moneyness: |
1.10 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.42% |
| 1 Month |
|
|
+29.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.490 |
| 1M High / 1M Low: |
0.760 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
