BVT Put 105 MU 15.11.2024
/ DE000VC5F8S1
BVT Put 105 MU 15.11.2024/ DE000VC5F8S1 /
| 2024-11-06 8:15:48 AM |
Chg.-0.244 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.216EUR |
-53.04% |
-
Bid Size: - |
-
Ask Size: - |
Micron Technology In... |
105.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
VC5F8S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Micron Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-08 |
| Last trading day: |
2024-11-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.43 |
| Parity: |
-0.04 |
| Time value: |
0.29 |
| Break-even: |
93.13 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
2.99 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
-0.46 |
| Theta: |
-0.17 |
| Omega: |
-15.22 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.216 |
| High: |
0.216 |
| Low: |
0.216 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.52% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.290 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
