BVT Put 280 GDX 20.12.2024/  DE000VD3LML2  /

Frankfurt Zert./VONT
2024-05-24  8:04:04 PM Chg.-0.060 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
0.710EUR -7.79% -
Bid Size: -
-
Ask Size: -
GENL DYNAMICS CORP. ... 280.00 - 2024-12-20 Put
 

Master data

WKN: VD3LML
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: GENL DYNAMICS CORP. DL 1
Type: Warrant
Option type: Put
Strike price: 280.00 -
Maturity: 2024-12-20
Issue date: 2024-04-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -37.33
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.38
Implied volatility: 0.10
Historic volatility: 0.15
Parity: 0.38
Time value: 0.36
Break-even: 272.60
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 4.23%
Delta: -0.44
Theta: -0.01
Omega: -16.52
Rho: -0.74
 

Quote data

Open: 0.750
High: 0.750
Low: 0.710
Previous Close: 0.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.74%
1 Month
  -42.74%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.680
1M High / 1M Low: 1.240 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   0.906
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -