BVT Put 230 MTX 16.08.2024/  DE000VD68DQ2  /

Frankfurt Zert./VONT
09/07/2024  19:50:34 Chg.+0.060 Bid20:02:58 Ask20:02:58 Underlying Strike price Expiration date Option type
0.470EUR +14.63% -
Bid Size: -
-
Ask Size: -
MTU AERO ENGINES NA ... 230.00 EUR 16/08/2024 Put
 

Master data

WKN: VD68DQ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MTU AERO ENGINES NA O.N.
Type: Warrant
Option type: Put
Strike price: 230.00 EUR
Maturity: 16/08/2024
Issue date: 04/06/2024
Last trading day: 16/08/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -52.85
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.27
Parity: -2.37
Time value: 0.48
Break-even: 225.20
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.78
Spread abs.: 0.07
Spread %: 17.07%
Delta: -0.22
Theta: -0.13
Omega: -11.43
Rho: -0.06
 

Quote data

Open: 0.410
High: 0.470
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.69%
1 Month
  -52.53%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.410
1M High / 1M Low: 1.490 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.486
Avg. volume 1W:   0.000
Avg. price 1M:   0.963
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   286.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -