BVT Put 210 ZS 20.09.2024
/ DE000VM7SHR4
BVT Put 210 ZS 20.09.2024/ DE000VM7SHR4 /
17/09/2024 13:54:35 |
Chg.-0.050 |
Bid16:18:13 |
Ask16:18:13 |
Underlying |
Strike price |
Expiration date |
Option type |
3.360EUR |
-1.47% |
3.520 Bid Size: 36,000 |
3.540 Ask Size: 36,000 |
Zscaler Inc |
210.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VM7SHR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Zscaler Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
210.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
03/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.43 |
Intrinsic value: |
3.43 |
Implied volatility: |
1.26 |
Historic volatility: |
0.38 |
Parity: |
3.43 |
Time value: |
0.03 |
Break-even: |
154.09 |
Moneyness: |
1.22 |
Premium: |
0.00 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
0.58% |
Delta: |
-0.96 |
Theta: |
-0.26 |
Omega: |
-4.26 |
Rho: |
-0.01 |
Quote data
Open: |
3.430 |
High: |
3.430 |
Low: |
3.360 |
Previous Close: |
3.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-32.26% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
+14.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.960 |
3.410 |
1M High / 1M Low: |
4.960 |
1.520 |
6M High / 6M Low: |
4.990 |
1.520 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.881 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.217 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
538.51% |
Volatility 6M: |
|
237.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |