BVT Put 100 BMW 19.07.2024
/ DE000VD58HA8
BVT Put 100 BMW 19.07.2024/ DE000VD58HA8 /
| 03/07/2024 19:44:05 |
Chg.-0.080 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-6.72% |
-
Bid Size: - |
-
Ask Size: - |
BAY.MOTOREN WERKE AG... |
100.00 EUR |
19/07/2024 |
Put |
Master data
| WKN: |
VD58HA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.22 |
| Parity: |
1.20 |
| Time value: |
0.04 |
| Break-even: |
87.60 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
3.33% |
| Delta: |
-0.87 |
| Theta: |
-0.05 |
| Omega: |
-6.18 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.110 |
| High: |
1.130 |
| Low: |
1.100 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.26% |
| 1 Month |
|
|
+52.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.050 |
| 1M High / 1M Low: |
1.330 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
