BVT Put 105 BIDU 20.09.2024
/ DE000VM3MBF4
BVT Put 105 BIDU 20.09.2024/ DE000VM3MBF4 /
| 8/30/2024 8:54:53 AM |
Chg.-0.15 |
Bid12:11:22 PM |
Ask12:11:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
-7.73% |
1.78
Bid Size: 11,000 |
1.83
Ask Size: 11,000 |
Baidu Inc |
105.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM3MBF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.32 |
| Parity: |
1.91 |
| Time value: |
0.02 |
| Break-even: |
75.46 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
-0.92 |
| Theta: |
-0.03 |
| Omega: |
-3.61 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.79 |
| High: |
1.79 |
| Low: |
1.79 |
| Previous Close: |
1.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.28% |
| 1 Month |
|
|
+13.29% |
| 3 Months |
|
|
+52.99% |
| YTD |
|
|
+103.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.63 |
| 1M High / 1M Low: |
2.14 |
1.49 |
| 6M High / 6M Low: |
2.14 |
0.57 |
| High (YTD): |
8/5/2024 |
2.14 |
| Low (YTD): |
5/17/2024 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.87% |
| Volatility 6M: |
|
151.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
