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 |
Bid6:08:53 PM |
Ask6:08:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
-3.04% |
2.21
Bid Size: 3,000 |
2.38
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: |
|
- |
