BVT Put 195 CMC 20.09.2024
/ DE000VD2F667
BVT Put 195 CMC 20.09.2024/ DE000VD2F667 /
| 2024-06-07 8:43:59 AM |
Chg.0.000 |
Bid10:51:14 AM |
Ask10:51:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
0.00% |
0.600
Bid Size: 12,000 |
0.630
Ask Size: 12,000 |
JPMORGAN CHASE ... |
195.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
- |
| Historic volatility: |
0.15 |
| Parity: |
1.42 |
| Time value: |
-0.80 |
| Break-even: |
188.80 |
| Moneyness: |
1.08 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.93% |
| 1 Month |
|
|
-32.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.440 |
| 1M High / 1M Low: |
0.900 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
