BVT Put 360 MCO 20.12.2024
/ DE000VD3SDY9
BVT Put 360 MCO 20.12.2024/ DE000VD3SDY9 /
| 2024-11-11 8:04:52 PM |
Chg.-0.002 |
Bid9:29:30 AM |
Ask9:29:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-1.52% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
360.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SDY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-11-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-274.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.18 |
| Parity: |
-8.79 |
| Time value: |
0.16 |
| Break-even: |
358.37 |
| Moneyness: |
0.80 |
| Premium: |
0.20 |
| Premium p.a.: |
5.03 |
| Spread abs.: |
0.05 |
| Spread %: |
38.14% |
| Delta: |
-0.06 |
| Theta: |
-0.10 |
| Omega: |
-15.26 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.149 |
| High: |
0.149 |
| Low: |
0.102 |
| Previous Close: |
0.132 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
-72.34% |
| 3 Months |
|
|
-83.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.130 |
| 1M High / 1M Low: |
0.350 |
0.130 |
| 6M High / 6M Low: |
1.620 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.149 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.746 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.49% |
| Volatility 6M: |
|
223.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
