BVT Put 95 CL 21.06.2024/ DE000VD17JJ1 /
2024-06-07 7:51:23 PM | Chg.+0.027 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.122EUR | +28.42% | - Bid Size: - |
- Ask Size: - |
Colgate Palmolive Co | 95.00 USD | 2024-06-21 | Put |
Master data
WKN: | VD17JJ |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Colgate Palmolive Co |
Type: | Warrant |
Option type: | Put |
Strike price: | 95.00 USD |
Maturity: | 2024-06-21 |
Issue date: | 2024-03-15 |
Last trading day: | 2024-06-21 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -59.95 |
Leverage: | Yes |
Calculated values
Fair value: | 0.14 |
---|---|
Intrinsic value: | 0.10 |
Implied volatility: | 0.14 |
Historic volatility: | 0.13 |
Parity: | 0.10 |
Time value: | 0.04 |
Break-even: | 86.50 |
Moneyness: | 1.01 |
Premium: | 0.00 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.01 |
Spread %: | 7.41% |
Delta: | -0.65 |
Theta: | -0.03 |
Omega: | -38.88 |
Rho: | -0.02 |
Quote data
Open: | 0.125 |
---|---|
High: | 0.125 |
Low: | 0.100 |
Previous Close: | 0.095 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -64.12% | ||
---|---|---|---|
1 Month | -28.24% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.270 | 0.095 |
---|---|---|
1M High / 1M Low: | 0.390 | 0.095 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.162 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.178 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 439.71% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |