BVT Put 480 FB2A 20.09.2024
/ DE000VD09H95
BVT Put 480 FB2A 20.09.2024/ DE000VD09H95 /
| 2024-06-13 3:44:15 PM |
Chg.- |
Bid8:11:07 AM |
Ask8:11:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
- |
2.21
Bid Size: 7,000 |
-
Ask Size: - |
META PLATF. A DL-,0... |
480.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD09H9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
META PLATF. A DL-,000006 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.33 |
| Parity: |
1.05 |
| Time value: |
1.07 |
| Break-even: |
458.80 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
-0.12 |
| Spread %: |
-5.36% |
| Delta: |
-0.53 |
| Theta: |
-0.06 |
| Omega: |
-11.79 |
| Rho: |
-0.73 |
Quote data
| Open: |
2.04 |
| High: |
2.12 |
| Low: |
2.04 |
| Previous Close: |
2.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.87% |
| 1 Month |
|
|
-44.79% |
| 3 Months |
|
|
-46.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
2.12 |
| 1M High / 1M Low: |
3.87 |
2.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
