BVT Put 260 AP3 20.09.2024
/ DE000VM7N0E5
BVT Put 260 AP3 20.09.2024/ DE000VM7N0E5 /
2024-06-14 7:53:36 PM |
Chg.+0.140 |
Bid9:57:01 PM |
Ask9:57:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+31.82% |
- Bid Size: - |
- Ask Size: - |
AIR PROD. CHEM. ... |
260.00 - |
2024-09-20 |
Put |
Master data
WKN: |
VM7N0E |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AIR PROD. CHEM. DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-38.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.37 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.12 |
Historic volatility: |
0.25 |
Parity: |
0.30 |
Time value: |
0.36 |
Break-even: |
253.40 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
3.13% |
Delta: |
-0.50 |
Theta: |
-0.02 |
Omega: |
-19.48 |
Rho: |
-0.36 |
Quote data
Open: |
0.480 |
High: |
0.580 |
Low: |
0.470 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-53.60% |
3 Months |
|
|
-75.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.440 |
1M High / 1M Low: |
1.250 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.832 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |