BVT Put 700 RHM 20.12.2024
/ DE000VD33FV1
BVT Put 700 RHM 20.12.2024/ DE000VD33FV1 /
2024-09-20 4:43:24 PM |
Chg.0.000 |
Bid4:43:24 PM |
Ask4:43:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.940EUR |
0.00% |
1.940 Bid Size: 13,000 |
1.950 Ask Size: 13,000 |
RHEINMETALL AG |
700.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
VD33FV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
RHEINMETALL AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
700.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-15 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-25.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
20.10 |
Intrinsic value: |
20.64 |
Implied volatility: |
- |
Historic volatility: |
0.32 |
Parity: |
20.64 |
Time value: |
-18.69 |
Break-even: |
680.50 |
Moneyness: |
1.42 |
Premium: |
-0.38 |
Premium p.a.: |
-0.85 |
Spread abs.: |
0.01 |
Spread %: |
0.52% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.940 |
High: |
1.940 |
Low: |
1.940 |
Previous Close: |
1.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.11% |
1 Month |
|
|
+5.43% |
3 Months |
|
|
+4.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.950 |
1.900 |
1M High / 1M Low: |
1.950 |
1.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.926 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.877 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
10.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |