BVT Put 250 ROG 20.09.2024
/ DE000VM3AJX5
BVT Put 250 ROG 20.09.2024/ DE000VM3AJX5 /
2024-09-06 8:31:27 AM |
Chg.+0.022 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.161EUR |
+15.83% |
- Bid Size: - |
- Ask Size: - |
ROCHE GS |
250.00 CHF |
2024-09-20 |
Put |
Master data
WKN: |
VM3AJX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ROCHE GS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-04 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-138.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.23 |
Parity: |
-2.38 |
Time value: |
0.21 |
Break-even: |
264.97 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
9.99 |
Spread abs.: |
0.02 |
Spread %: |
12.90% |
Delta: |
-0.15 |
Theta: |
-0.23 |
Omega: |
-21.01 |
Rho: |
-0.02 |
Quote data
Open: |
0.161 |
High: |
0.161 |
Low: |
0.161 |
Previous Close: |
0.139 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+61.00% |
1 Month |
|
|
-24.77% |
3 Months |
|
|
-90.53% |
YTD |
|
|
-93.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.161 |
0.084 |
1M High / 1M Low: |
0.214 |
0.084 |
6M High / 6M Low: |
3.720 |
0.084 |
High (YTD): |
2024-05-03 |
3.720 |
Low (YTD): |
2024-09-03 |
0.084 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.121 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.550 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.28% |
Volatility 6M: |
|
243.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |