BVT Put 2050 HMI 15.11.2024
/ DE000VC5ZW96
BVT Put 2050 HMI 15.11.2024/ DE000VC5ZW96 /
| 2024-11-12 8:24:33 AM |
Chg.+0.126 |
Bid8:38:49 PM |
Ask8:38:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+58.88% |
0.620
Bid Size: 4,900 |
0.950
Ask Size: 4,900 |
HERMES INTERNATIONAL... |
2,050.00 EUR |
2024-11-15 |
Put |
Master data
| WKN: |
VC5ZW9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HERMES INTERNATIONAL O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,050.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-15 |
| Last trading day: |
2024-11-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-40.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.24 |
| Parity: |
0.01 |
| Time value: |
0.49 |
| Break-even: |
2,000.00 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
16.73 |
| Spread abs.: |
0.18 |
| Spread %: |
56.25% |
| Delta: |
-0.49 |
| Theta: |
-8.20 |
| Omega: |
-20.06 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.214 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.93% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.141 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.261 |
| 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: |
|
- |
