BVT Put 70 TOTB 20.12.2024
/ DE000VU9D450
BVT Put 70 TOTB 20.12.2024/ DE000VU9D450 /
| 2024-06-24 8:39:29 AM |
Chg.+0.30 |
Bid6:53:36 PM |
Ask6:53:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.22EUR |
+5.07% |
5.70
Bid Size: 1,000 |
5.91
Ask Size: 1,000 |
TOTALENERGIES SE EO... |
70.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VU9D45 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-9.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.03 |
| Intrinsic value: |
8.23 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
8.23 |
| Time value: |
-1.82 |
| Break-even: |
63.59 |
| Moneyness: |
1.13 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.06 |
| Spread abs.: |
0.26 |
| Spread %: |
4.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.22 |
| High: |
6.22 |
| Low: |
6.22 |
| Previous Close: |
5.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.75% |
| 1 Month |
|
|
+31.50% |
| 3 Months |
|
|
+11.47% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.53 |
5.89 |
| 1M High / 1M Low: |
6.53 |
4.17 |
| 6M High / 6M Low: |
7.35 |
3.43 |
| High (YTD): |
2024-02-08 |
7.35 |
| Low (YTD): |
2024-04-30 |
3.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.79% |
| Volatility 6M: |
|
83.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
