BVT Put 102 BMW 19.07.2024
/ DE000VD58G70
BVT Put 102 BMW 19.07.2024/ DE000VD58G70 /
| 2024-07-03 10:48:34 AM |
Chg.-0.12 |
Bid8:00:13 PM |
Ask8:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
-8.45% |
1.31
Bid Size: 3,000 |
1.35
Ask Size: 3,000 |
BAY.MOTOREN WERKE AG... |
102.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
VD58G7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
102.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.22 |
| Parity: |
1.40 |
| Time value: |
0.03 |
| Break-even: |
87.70 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
2.88% |
| Delta: |
-0.89 |
| Theta: |
-0.05 |
| Omega: |
-5.50 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.30 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.45% |
| 1 Month |
|
|
+54.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.27 |
| 1M High / 1M Low: |
1.47 |
0.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
