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BVT Put 260 ROG 20.12.2024/  DE000VM2JVK0  /

Frankfurt Zert./VONT
2024-11-12  8:00:49 PM Chg.+0.100 Bid9:36:15 PM Ask9:36:15 PM Underlying Strike price Expiration date Option type
0.600EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 ROCHE GS 260.00 CHF 2024-12-20 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: 2024-12-20
Issue date: 2023-09-18
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -44.19
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -0.58
Time value: 0.64
Break-even: 270.65
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.50
Spread abs.: 0.13
Spread %: 25.49%
Delta: -0.37
Theta: -0.11
Omega: -16.46
Rho: -0.12
 

Quote data

Open: 0.570
High: 0.600
Low: 0.570
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.45%
1 Month
  -10.45%
3 Months
  -25.00%
YTD
  -81.87%
1 Year
  -83.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.490
1M High / 1M Low: 0.610 0.270
6M High / 6M Low: 3.890 0.270
High (YTD): 2024-05-02 4.820
Low (YTD): 2024-10-25 0.270
52W High: 2024-05-02 4.820
52W Low: 2024-10-25 0.270
Avg. price 1W:   0.530
Avg. volume 1W:   0.000
Avg. price 1M:   0.468
Avg. volume 1M:   0.000
Avg. price 6M:   1.321
Avg. volume 6M:   126.923
Avg. price 1Y:   2.441
Avg. volume 1Y:   65.476
Volatility 1M:   262.72%
Volatility 6M:   207.03%
Volatility 1Y:   162.22%
Volatility 3Y:   -