BVT Put 250 MTX 16.08.2024
/ DE000VD7SVF1
BVT Put 250 MTX 16.08.2024/ DE000VD7SVF1 /
| 8/2/2024 6:12:25 PM |
Chg.+0.090 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+21.95% |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
250.00 - |
8/16/2024 |
Put |
Master data
| WKN: |
VD7SVF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
6/12/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-39.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
-0.66 |
| Time value: |
0.65 |
| Break-even: |
243.50 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
3.05 |
| Spread abs.: |
0.15 |
| Spread %: |
30.00% |
| Delta: |
-0.37 |
| Theta: |
-0.34 |
| Omega: |
-14.54 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.550 |
| High: |
0.580 |
| Low: |
0.420 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.65% |
| 1 Month |
|
|
-54.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.410 |
| 1M High / 1M Low: |
1.260 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
