BVT Put 250 MTX 19.07.2024
/ DE000VD558Z5
BVT Put 250 MTX 19.07.2024/ DE000VD558Z5 /
| 2024-07-08 8:01:32 PM |
Chg.-0.080 |
Bid9:48:10 AM |
Ask9:48:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-16.33% |
0.430
Bid Size: 17,000 |
0.460
Ask Size: 17,000 |
MTU AERO ENGINES NA ... |
250.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
VD558Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-43.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
-0.37 |
| Time value: |
0.58 |
| Break-even: |
244.20 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
2.83 |
| Spread abs.: |
0.18 |
| Spread %: |
45.00% |
| Delta: |
-0.40 |
| Theta: |
-0.36 |
| Omega: |
-17.64 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.380 |
| High: |
0.410 |
| Low: |
0.360 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.19% |
| 1 Month |
|
|
-80.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.410 |
| 1M High / 1M Low: |
2.910 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
