BVT Put 110 5UR 20.09.2024
/ DE000VD50NN6
BVT Put 110 5UR 20.09.2024/ DE000VD50NN6 /
| 2024-08-05 8:38:39 AM |
Chg.+0.116 |
Bid4:38:45 PM |
Ask4:38:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+93.55% |
0.222
Bid Size: 42,000 |
0.234
Ask Size: 42,000 |
RTX CORP. ... |
110.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD50NN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-71.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
0.33 |
| Time value: |
-0.18 |
| Break-even: |
108.50 |
| Moneyness: |
1.03 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
7.91% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.124 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.43% |
| 1 Month |
|
|
-73.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.184 |
0.096 |
| 1M High / 1M Low: |
0.970 |
0.096 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.131 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
