BVT Put 260 ROG 20.12.2024
/ DE000VM2JVK0
BVT Put 260 ROG 20.12.2024/ DE000VM2JVK0 /
7/9/2024 8:44:49 AM |
Chg.-0.07 |
Bid8:03:06 PM |
Ask8:03:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.23EUR |
-3.04% |
2.21 Bid Size: 3,000 |
2.43 Ask Size: 3,000 |
ROCHE GS |
260.00 CHF |
12/20/2024 |
Put |
Master data
WKN: |
VM2JVK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ROCHE GS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
9/18/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.31 |
Intrinsic value: |
1.88 |
Implied volatility: |
0.25 |
Historic volatility: |
0.21 |
Parity: |
1.88 |
Time value: |
0.66 |
Break-even: |
242.25 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.23 |
Spread %: |
9.96% |
Delta: |
-0.60 |
Theta: |
-0.03 |
Omega: |
-5.87 |
Rho: |
-0.78 |
Quote data
Open: |
2.23 |
High: |
2.23 |
Low: |
2.23 |
Previous Close: |
2.30 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.95% |
1 Month |
|
|
-20.36% |
3 Months |
|
|
-47.03% |
YTD |
|
|
-33.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.47 |
1.99 |
1M High / 1M Low: |
2.66 |
1.64 |
6M High / 6M Low: |
4.80 |
1.64 |
High (YTD): |
5/3/2024 |
4.80 |
Low (YTD): |
6/25/2024 |
1.64 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.44 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.60% |
Volatility 6M: |
|
107.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |