BVT Put 60 TOTB 20.12.2024
/ DE000VU9D484
BVT Put 60 TOTB 20.12.2024/ DE000VU9D484 /
| 6/24/2024 8:39:29 AM |
Chg.+0.17 |
Bid8:59:57 PM |
Ask8:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+8.29% |
1.83
Bid Size: 1,600 |
1.98
Ask Size: 1,600 |
TOTALENERGIES SE EO... |
60.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
VU9D48 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-26.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-1.77 |
| Time value: |
2.37 |
| Break-even: |
57.63 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.18 |
| Spread %: |
8.22% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-9.11 |
| Rho: |
-0.12 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.54% |
| 1 Month |
|
|
+47.02% |
| 3 Months |
|
|
-3.90% |
| YTD |
|
|
-31.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.05 |
| 1M High / 1M Low: |
2.67 |
1.24 |
| 6M High / 6M Low: |
4.15 |
1.13 |
| High (YTD): |
2/8/2024 |
4.15 |
| Low (YTD): |
5/14/2024 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.33% |
| Volatility 6M: |
|
139.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
