BVT Put 130 FI 20.09.2024
/ DE000VM72W30
BVT Put 130 FI 20.09.2024/ DE000VM72W30 /
7/9/2024 7:50:31 PM |
Chg.-0.007 |
Bid8:52:48 AM |
Ask8:52:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.089EUR |
-7.29% |
0.093 Bid Size: 10,000 |
0.104 Ask Size: 10,000 |
Fiserv |
130.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
VM72W3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/8/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-133.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.15 |
Parity: |
-1.95 |
Time value: |
0.11 |
Break-even: |
119.16 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
1.01 |
Spread abs.: |
0.01 |
Spread %: |
11.70% |
Delta: |
-0.11 |
Theta: |
-0.02 |
Omega: |
-14.49 |
Rho: |
-0.03 |
Quote data
Open: |
0.092 |
High: |
0.093 |
Low: |
0.089 |
Previous Close: |
0.096 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.61% |
1 Month |
|
|
-35.51% |
3 Months |
|
|
-60.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.115 |
0.089 |
1M High / 1M Low: |
0.149 |
0.089 |
6M High / 6M Low: |
0.590 |
0.089 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.122 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.234 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.68% |
Volatility 6M: |
|
128.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |