BVT Put 220 WM 20.09.2024
/ DE000VD160Z0
BVT Put 220 WM 20.09.2024/ DE000VD160Z0 /
2024-09-04 10:23:37 AM |
Chg.+0.070 |
Bid12:32:36 PM |
Ask12:32:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.050EUR |
+7.14% |
1.050 Bid Size: 5,000 |
1.110 Ask Size: 5,000 |
Waste Management |
220.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VD160Z |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Waste Management |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-14 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.96 |
Implied volatility: |
0.25 |
Historic volatility: |
0.16 |
Parity: |
0.96 |
Time value: |
0.07 |
Break-even: |
188.82 |
Moneyness: |
1.05 |
Premium: |
0.00 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.98% |
Delta: |
-0.81 |
Theta: |
-0.07 |
Omega: |
-14.91 |
Rho: |
-0.07 |
Quote data
Open: |
1.050 |
High: |
1.050 |
Low: |
1.050 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.96% |
1 Month |
|
|
-22.79% |
3 Months |
|
|
-37.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.810 |
1M High / 1M Low: |
1.760 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.950 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.193 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |