BVT Put 8.5 AOMD 20.12.2024
/ DE000VM7F822
BVT Put 8.5 AOMD 20.12.2024/ DE000VM7F822 /
| 24/05/2024 20:01:53 |
Chg.-0.026 |
Bid10:23:07 |
Ask10:23:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.189EUR |
-12.09% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
8.50 - |
20/12/2024 |
Put |
Master data
| WKN: |
VM7F82 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
27/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-83.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.55 |
| Parity: |
-9.20 |
| Time value: |
0.21 |
| Break-even: |
8.29 |
| Moneyness: |
0.48 |
| Premium: |
0.53 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.03 |
| Spread %: |
15.85% |
| Delta: |
-0.04 |
| Theta: |
0.00 |
| Omega: |
-3.75 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.216 |
| High: |
0.220 |
| Low: |
0.189 |
| Previous Close: |
0.215 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-48.92% |
| 3 Months |
|
|
-82.17% |
| YTD |
|
|
-82.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.370 |
0.189 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
19/01/2024 |
1.310 |
| Low (YTD): |
24/05/2024 |
0.189 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
