BVT Put 172 AVGO 02.08.2024
/ DE000VD9JBD3
BVT Put 172 AVGO 02.08.2024/ DE000VD9JBD3 /
| 2024-08-01 9:46:49 AM |
Chg.-1.16 |
Bid12:11:09 PM |
Ask12:11:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.94EUR |
-55.24% |
1.10
Bid Size: 12,000 |
1.18
Ask Size: 12,000 |
Broadcom Inc |
172.00 USD |
2024-08-02 |
Put |
Master data
| WKN: |
VD9JBD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
172.00 USD |
| Maturity: |
2024-08-02 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2024-08-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.37 |
| Parity: |
1.05 |
| Time value: |
0.04 |
| Break-even: |
148.01 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
1.96 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
-0.88 |
| Theta: |
-0.79 |
| Omega: |
-12.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.94 |
| High: |
0.94 |
| Low: |
0.94 |
| Previous Close: |
2.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.19% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.77 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
