BVT Put 30 BAC 20.09.2024/  DE000VM3J8X8  /

EUWAX
01/07/2024  08:48:58 Chg.- Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.003EUR - -
Bid Size: -
-
Ask Size: -
VERIZON COMM. INC. D... 30.00 - 20/09/2024 Put
 

Master data

WKN: VM3J8X
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 20/09/2024
Issue date: 06/10/2023
Last trading day: 01/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -179.22
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -0.58
Time value: 0.02
Break-even: 29.80
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 1.67
Spread abs.: 0.02
Spread %: 566.67%
Delta: -0.08
Theta: -0.01
Omega: -14.84
Rho: -0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.003
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -40.00%
3 Months
  -72.73%
YTD
  -95.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.005 0.002
6M High / 6M Low: 0.030 0.001
High (YTD): 02/01/2024 0.048
Low (YTD): 22/03/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.014
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   616.44%
Volatility 6M:   2,544.90%
Volatility 1Y:   -
Volatility 3Y:   -