BVT Put 150 FI 20.12.2024
/ DE000VD3RYM2
BVT Put 150 FI 20.12.2024/ DE000VD3RYM2 /
2024-08-05 7:56:19 PM |
Chg.+0.130 |
Bid8:00:57 PM |
Ask8:00:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+25.49% |
0.650 Bid Size: 46,000 |
0.670 Ask Size: 46,000 |
Fiserv |
150.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3RYM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.11 |
Historic volatility: |
0.15 |
Parity: |
0.43 |
Time value: |
0.09 |
Break-even: |
144.80 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
4.00% |
Delta: |
-0.58 |
Theta: |
-0.01 |
Omega: |
-16.27 |
Rho: |
-0.34 |
Quote data
Open: |
0.740 |
High: |
0.740 |
Low: |
0.590 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+82.86% |
1 Month |
|
|
-12.33% |
3 Months |
|
|
-25.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.320 |
1M High / 1M Low: |
0.820 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.382 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.519 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |