BVT Put 140 EA 20.09.2024
/ DE000VM7NRN3
BVT Put 140 EA 20.09.2024/ DE000VM7NRN3 /
| 2024-07-26 8:48:24 AM |
Chg.-0.030 |
Bid9:31:33 AM |
Ask9:31:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-6.82% |
0.400
Bid Size: 16,000 |
0.420
Ask Size: 16,000 |
Electronic Arts Inc |
140.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7NRN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.17 |
| Time value: |
0.44 |
| Break-even: |
124.62 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
-0.41 |
| Theta: |
-0.04 |
| Omega: |
-12.21 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.43% |
| 1 Month |
|
|
-8.89% |
| 3 Months |
|
|
-67.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.280 |
| 1M High / 1M Low: |
0.600 |
0.270 |
| 6M High / 6M Low: |
1.530 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.853 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.47% |
| Volatility 6M: |
|
187.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
