BVT Put 92 E3X1 20.12.2024
/ DE000VD3SR35
BVT Put 92 E3X1 20.12.2024/ DE000VD3SR35 /
| 2024-06-20 1:44:37 PM |
Chg.-0.005 |
Bid4:35:20 PM |
Ask4:35:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.186EUR |
-2.62% |
0.185
Bid Size: 36,000 |
0.197
Ask Size: 36,000 |
EXPEDIA GRP INC. DL-... |
92.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SR3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
EXPEDIA GRP INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-57.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.40 |
| Parity: |
-2.39 |
| Time value: |
0.20 |
| Break-even: |
89.97 |
| Moneyness: |
0.79 |
| Premium: |
0.22 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
6.28% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-7.30 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.188 |
| High: |
0.188 |
| Low: |
0.186 |
| Previous Close: |
0.191 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.85% |
| 1 Month |
|
|
-45.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.211 |
0.185 |
| 1M High / 1M Low: |
0.410 |
0.185 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.199 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
