BVT Put 125 EA 20.09.2024
/ DE000VM3S7N0
BVT Put 125 EA 20.09.2024/ DE000VM3S7N0 /
2024-07-26 8:47:22 AM |
Chg.-0.020 |
Bid10:23:24 AM |
Ask10:23:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.093EUR |
-17.70% |
0.090 Bid Size: 16,000 |
0.100 Ask Size: 16,000 |
Electronic Arts Inc |
125.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM3S7N |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
125.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-11 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-119.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
-1.55 |
Time value: |
0.11 |
Break-even: |
114.10 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
1.18 |
Spread abs.: |
0.01 |
Spread %: |
10.10% |
Delta: |
-0.13 |
Theta: |
-0.03 |
Omega: |
-15.42 |
Rho: |
-0.03 |
Quote data
Open: |
0.093 |
High: |
0.093 |
Low: |
0.093 |
Previous Close: |
0.113 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.41% |
1 Month |
|
|
-18.42% |
3 Months |
|
|
-81.40% |
YTD |
|
|
-81.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.131 |
0.082 |
1M High / 1M Low: |
0.156 |
0.070 |
6M High / 6M Low: |
0.650 |
0.070 |
High (YTD): |
2024-04-19 |
0.650 |
Low (YTD): |
2024-07-18 |
0.070 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.100 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.323 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
322.96% |
Volatility 6M: |
|
202.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |