BVT Put 40 CIS 20.12.2024/  DE000VD3LPA8  /

EUWAX
6/14/2024  8:49:27 AM Chg.+0.003 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
0.080EUR +3.90% -
Bid Size: -
-
Ask Size: -
CISCO SYSTEMS DL-... 40.00 - 12/20/2024 Put
 

Master data

WKN: VD3LPA
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 12/20/2024
Issue date: 4/8/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -48.49
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -0.27
Time value: 0.09
Break-even: 39.12
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 12.82%
Delta: -0.24
Theta: 0.00
Omega: -11.86
Rho: -0.06
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.077
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.073
1M High / 1M Low: 0.081 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   385.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -