BVT Put 105 BMW 19.07.2024
/ DE000VD5FCE5
BVT Put 105 BMW 19.07.2024/ DE000VD5FCE5 /
| 03/07/2024 10:50:51 |
Chg.-0.12 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
-6.98% |
-
Bid Size: - |
-
Ask Size: - |
BAY.MOTOREN WERKE AG... |
105.00 EUR |
19/07/2024 |
Put |
Master data
| WKN: |
VD5FCE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
03/05/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.22 |
| Parity: |
1.70 |
| Time value: |
0.04 |
| Break-even: |
87.60 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
2.35% |
| Delta: |
-0.89 |
| Theta: |
-0.06 |
| Omega: |
-4.51 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.60 |
| Previous Close: |
1.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.98% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.72 |
1.57 |
| 1M High / 1M Low: |
1.76 |
1.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
