BVT Put 175 AVGO/  DE000VC3W091  /

Frankfurt Zert./VONT
9/27/2024  1:51:47 PM Chg.-0.030 Bid1:51:47 PM Ask1:51:47 PM Underlying Strike price Expiration date Option type
0.090EUR -25.00% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 175.00 USD 9/27/2024 Put
 

Master data

WKN: VC3W09
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Put
Strike price: 175.00 USD
Maturity: 9/27/2024
Issue date: 9/13/2024
Last trading day: 9/27/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -65.44
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.40
Parity: -0.05
Time value: 0.24
Break-even: 154.82
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 4.33%
Delta: -0.46
Theta: -1.31
Omega: -30.27
Rho: 0.00
 

Quote data

Open: 0.107
High: 0.107
Low: 0.090
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -85.71%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.120
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
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:   -