BVT Put 360 MCO 20.09.2024
/ DE000VM7NWY0
BVT Put 360 MCO 20.09.2024/ DE000VM7NWY0 /
| 7/31/2024 7:48:19 PM |
Chg.-0.017 |
Bid8:21:57 PM |
Ask8:21:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.193EUR |
-8.10% |
0.220
Bid Size: 15,000 |
0.270
Ask Size: 15,000 |
Moodys Corp |
360.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VM7NWY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-156.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
-6.35 |
| Time value: |
0.27 |
| Break-even: |
357.30 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
1.83 |
| Spread abs.: |
0.05 |
| Spread %: |
22.73% |
| Delta: |
-0.10 |
| Theta: |
-0.09 |
| Omega: |
-14.94 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.193 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.80% |
| 1 Month |
|
|
-64.91% |
| 3 Months |
|
|
-91.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.156 |
| 1M High / 1M Low: |
0.600 |
0.149 |
| 6M High / 6M Low: |
2.440 |
0.149 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.229 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
502.97% |
| Volatility 6M: |
|
242.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
