BVT Put 360 MUV2 20.12.2024
/ DE000VM04C60
BVT Put 360 MUV2 20.12.2024/ DE000VM04C60 /
04/09/2024 14:05:39 |
Chg.+0.020 |
Bid16:18:22 |
Ask16:18:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.159EUR |
+14.39% |
0.164 Bid Size: 13,000 |
0.174 Ask Size: 13,000 |
MUENCH.RUECKVERS.VNA... |
360.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
VM04C6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
360.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
14/08/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-332.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.18 |
Parity: |
-13.52 |
Time value: |
0.15 |
Break-even: |
358.51 |
Moneyness: |
0.73 |
Premium: |
0.28 |
Premium p.a.: |
1.30 |
Spread abs.: |
0.01 |
Spread %: |
7.19% |
Delta: |
-0.04 |
Theta: |
-0.03 |
Omega: |
-12.06 |
Rho: |
-0.06 |
Quote data
Open: |
0.147 |
High: |
0.159 |
Low: |
0.147 |
Previous Close: |
0.139 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.66% |
1 Month |
|
|
-73.05% |
3 Months |
|
|
-70.56% |
YTD |
|
|
-93.26% |
1 Year |
|
|
-95.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.145 |
0.126 |
1M High / 1M Low: |
0.830 |
0.126 |
6M High / 6M Low: |
1.320 |
0.126 |
High (YTD): |
11/01/2024 |
2.360 |
Low (YTD): |
02/09/2024 |
0.126 |
52W High: |
04/09/2023 |
3.390 |
52W Low: |
02/09/2024 |
0.126 |
Avg. price 1W: |
|
0.138 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.313 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.573 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.388 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
128.04% |
Volatility 6M: |
|
179.43% |
Volatility 1Y: |
|
141.13% |
Volatility 3Y: |
|
- |