BVT Put 9.5 AOMD 20.12.2024/  DE000VM7F9K3  /

EUWAX
2024-05-27  8:28:06 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.310EUR - -
Bid Size: -
-
Ask Size: -
ALSTOM S.A. INH. ... 9.50 - 2024-12-20 Put
 

Master data

WKN: VM7F9K
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Put
Strike price: 9.50 -
Maturity: 2024-12-20
Issue date: 2023-12-28
Last trading day: 2024-05-27
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -55.38
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.55
Parity: -6.01
Time value: 0.28
Break-even: 9.22
Moneyness: 0.61
Premium: 0.41
Premium p.a.: 0.94
Spread abs.: 0.03
Spread %: 12.00%
Delta: -0.08
Theta: 0.00
Omega: -4.36
Rho: -0.01
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.290
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -24.39%
3 Months
  -77.04%
YTD
  -76.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.410 0.290
6M High / 6M Low: - -
High (YTD): 2024-01-19 1.610
Low (YTD): 2024-05-24 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -