BVT Put 260 AP3 20.12.2024
/ DE000VD50LZ4
BVT Put 260 AP3 20.12.2024/ DE000VD50LZ4 /
6/21/2024 2:03:53 PM |
Chg.+0.120 |
Bid2:19:23 PM |
Ask2:19:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.220EUR |
+10.91% |
1.230 Bid Size: 10,000 |
1.260 Ask Size: 10,000 |
AIR PROD. CHEM. ... |
260.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD50LZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AIR PROD. CHEM. DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.89 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.16 |
Historic volatility: |
0.25 |
Parity: |
0.59 |
Time value: |
0.63 |
Break-even: |
247.80 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
1.67% |
Delta: |
-0.49 |
Theta: |
-0.02 |
Omega: |
-10.29 |
Rho: |
-0.69 |
Quote data
Open: |
1.220 |
High: |
1.220 |
Low: |
1.220 |
Previous Close: |
1.100 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.45% |
1 Month |
|
|
-10.95% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
1.030 |
1M High / 1M Low: |
1.550 |
0.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.096 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |