BVT Put 9.5 XCA 20.12.2024
/ DE000VU9DSV1
BVT Put 9.5 XCA 20.12.2024/ DE000VU9DSV1 /
| 6/11/2024 8:42:33 AM |
Chg.+0.008 |
Bid7:41:55 PM |
Ask7:41:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.112EUR |
+7.69% |
0.135
Bid Size: 10,000 |
0.145
Ask Size: 10,000 |
CREDIT AGRICOLE INH.... |
9.50 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
VU9DSV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
9.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-114.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.18 |
| Parity: |
-4.62 |
| Time value: |
0.12 |
| Break-even: |
9.38 |
| Moneyness: |
0.67 |
| Premium: |
0.34 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
8.85% |
| Delta: |
-0.06 |
| Theta: |
0.00 |
| Omega: |
-6.95 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.112 |
| High: |
0.112 |
| Low: |
0.112 |
| Previous Close: |
0.104 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.74% |
| 1 Month |
|
|
-1.75% |
| 3 Months |
|
|
-56.92% |
| YTD |
|
|
-71.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.103 |
| 1M High / 1M Low: |
0.142 |
0.100 |
| 6M High / 6M Low: |
0.410 |
0.100 |
| High (YTD): |
1/3/2024 |
0.410 |
| Low (YTD): |
5/22/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.80% |
| Volatility 6M: |
|
102.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
