BVT Put 19100 NDX.X 09.09.2024
/ DE000VC2TS77
BVT Put 19100 NDX.X 09.09.2024/ DE000VC2TS77 /
| 06/09/2024 15:47:17 |
Chg.+0.21 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.80EUR |
+8.11% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
19,100.00 USD |
09/09/2024 |
Put |
Master data
| WKN: |
VC2TS7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
19,100.00 USD |
| Maturity: |
09/09/2024 |
| Issue date: |
27/08/2024 |
| Last trading day: |
09/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-27.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.09 |
| Intrinsic value: |
6.12 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.16 |
| Parity: |
6.12 |
| Time value: |
-0.03 |
| Break-even: |
16,621.03 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
-1.00 |
| Theta: |
1.38 |
| Omega: |
-27.24 |
| Rho: |
-0.94 |
Quote data
| Open: |
3.92 |
| High: |
3.96 |
| Low: |
2.80 |
| Previous Close: |
2.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+191.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.80 |
0.51 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| 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: |
|
- |
