BVT Put 42 BAC 20.12.2024
/ DE000VD3SN54
BVT Put 42 BAC 20.12.2024/ DE000VD3SN54 /
2024-09-24 4:51:41 PM |
Chg.-0.006 |
Bid7:35:20 PM |
Ask7:35:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.074EUR |
-7.50% |
0.077 Bid Size: 250,000 |
0.087 Ask Size: 250,000 |
VERIZON COMM. INC. D... |
42.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3SN5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
VERIZON COMM. INC. DL-,10 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-43.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.22 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
0.22 |
Time value: |
-0.12 |
Break-even: |
41.08 |
Moneyness: |
1.05 |
Premium: |
-0.03 |
Premium p.a.: |
-0.12 |
Spread abs.: |
0.01 |
Spread %: |
12.20% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.080 |
High: |
0.085 |
Low: |
0.074 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-23.71% |
1 Month |
|
|
-62.63% |
3 Months |
|
|
-73.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.103 |
0.080 |
1M High / 1M Low: |
0.207 |
0.080 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.091 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.140 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
251.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |