BVT Put 260 ROG 20.12.2024
/ DE000VM2JVK0
BVT Put 260 ROG 20.12.2024/ DE000VM2JVK0 /
| 11/15/2024 8:45:24 AM |
Chg.+0.180 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+34.62% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-33.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
0.37 |
| Time value: |
0.45 |
| Break-even: |
269.11 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.17 |
| Spread %: |
26.15% |
| Delta: |
-0.56 |
| Theta: |
-0.08 |
| Omega: |
-18.58 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.25% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
-78.98% |
| 1 Year |
|
|
-80.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.490 |
| 1M High / 1M Low: |
0.620 |
0.250 |
| 6M High / 6M Low: |
3.720 |
0.250 |
| High (YTD): |
5/3/2024 |
4.800 |
| Low (YTD): |
10/28/2024 |
0.250 |
| 52W High: |
5/3/2024 |
4.800 |
| 52W Low: |
10/28/2024 |
0.250 |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.429 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
276.16% |
| Volatility 6M: |
|
218.37% |
| Volatility 1Y: |
|
169.52% |
| Volatility 3Y: |
|
- |
