BVT Put 8 AOMD 21.03.2025
/ DE000VD3HT77
BVT Put 8 AOMD 21.03.2025/ DE000VD3HT77 /
27/05/2024 10:21:33 |
Chg.-0.030 |
Bid10:21:33 |
Ask27/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-12.00% |
- Bid Size: - |
- Ask Size: - |
ALSTOM S.A. INH. ... |
8.00 - |
21/03/2025 |
Put |
Master data
WKN: |
VD3HT7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ALSTOM S.A. INH. EO 7 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8.00 - |
Maturity: |
21/03/2025 |
Issue date: |
08/04/2024 |
Last trading day: |
27/05/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-63.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.69 |
Historic volatility: |
0.55 |
Parity: |
-9.70 |
Time value: |
0.28 |
Break-even: |
7.72 |
Moneyness: |
0.45 |
Premium: |
0.56 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.06 |
Spread %: |
27.27% |
Delta: |
-0.05 |
Theta: |
0.00 |
Omega: |
-3.08 |
Rho: |
-0.01 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-56.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.500 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.333 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |