BVT Put 8.5 AOMD 21.06.2024/  DE000VM36S72  /

Frankfurt Zert./VONT
2024-05-10  7:50:41 PM Chg.0.000 Bid8:00:25 PM Ask8:00:25 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
ALSTOM S.A. INH. ... 8.50 EUR 2024-06-21 Put
 

Master data

WKN: VM36S7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Put
Strike price: 8.50 EUR
Maturity: 2024-06-21
Issue date: 2023-10-19
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -85.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.47
Historic volatility: 0.54
Parity: -0.86
Time value: 0.02
Break-even: 8.30
Moneyness: 0.50
Premium: 0.51
Premium p.a.: 39.35
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: -0.05
Theta: -0.01
Omega: -4.02
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -85.71%
3 Months
  -97.37%
YTD
  -97.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.014 0.001
6M High / 6M Low: 0.074 0.001
High (YTD): 2024-01-03 0.069
Low (YTD): 2024-05-10 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   571.22%
Volatility 6M:   412.10%
Volatility 1Y:   -
Volatility 3Y:   -