BVT Put 230 AEC1 21.06.2024
/ DE000VD2N7W6
BVT Put 230 AEC1 21.06.2024/ DE000VD2N7W6 /
| 2024-06-11 8:55:21 AM |
Chg.-0.016 |
Bid7:49:18 PM |
Ask7:49:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.217EUR |
-6.87% |
0.510
Bid Size: 40,000 |
0.530
Ask Size: 40,000 |
AMER. EXPRESS DL... |
230.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VD2N7W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-93.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
1.40 |
| Time value: |
-1.17 |
| Break-even: |
227.70 |
| Moneyness: |
1.07 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.87 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.217 |
| High: |
0.217 |
| Low: |
0.217 |
| Previous Close: |
0.233 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.88% |
| 1 Month |
|
|
-6.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.169 |
| 1M High / 1M Low: |
0.290 |
0.121 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.219 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
462.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
