BVT Put 320 SHW 20.09.2024
/ DE000VM7PB09
BVT Put 320 SHW 20.09.2024/ DE000VM7PB09 /
16/08/2024 08:49:35 |
Chg.-0.110 |
Bid20:23:54 |
Ask20:23:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-35.48% |
0.230 Bid Size: 20,000 |
0.250 Ask Size: 20,000 |
Sherwin Williams |
320.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VM7PB0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Sherwin Williams |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
320.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-141.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
-3.32 |
Time value: |
0.23 |
Break-even: |
289.34 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
1.95 |
Spread abs.: |
0.02 |
Spread %: |
7.98% |
Delta: |
-0.13 |
Theta: |
-0.10 |
Omega: |
-18.38 |
Rho: |
-0.04 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-70.59% |
1 Month |
|
|
-85.51% |
3 Months |
|
|
-88.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.310 |
1M High / 1M Low: |
1.380 |
0.310 |
6M High / 6M Low: |
2.940 |
0.310 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.742 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.821 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
534.27% |
Volatility 6M: |
|
254.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |