BVT Put 220 AXP 21.06.2024
/ DE000VD02UX1
BVT Put 220 AXP 21.06.2024/ DE000VD02UX1 /
| 03/06/2024 08:32:06 |
Chg.-0.033 |
Bid11:44:16 |
Ask11:44:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
-38.82% |
0.052
Bid Size: 10,000 |
0.064
Ask Size: 10,000 |
American Express Com... |
220.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VD02UX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
28/02/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-325.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-1.84 |
| Time value: |
0.07 |
| Break-even: |
202.04 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
4.37 |
| Spread abs.: |
0.01 |
| Spread %: |
21.43% |
| Delta: |
-0.09 |
| Theta: |
-0.07 |
| Omega: |
-30.21 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.39% |
| 1 Month |
|
|
-77.49% |
| 3 Months |
|
|
-94.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.106 |
0.067 |
| 1M High / 1M Low: |
0.240 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
468.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
