BVT Put 380 ISRG 20.09.2024
/ DE000VM8UWR7
BVT Put 380 ISRG 20.09.2024/ DE000VM8UWR7 /
| 7/9/2024 8:55:19 AM |
Chg.-0.040 |
Bid9:37:57 PM |
Ask9:37:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-9.09% |
0.430
Bid Size: 10,000 |
0.460
Ask Size: 10,000 |
Intuitive Surgical I... |
380.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM8UWR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/22/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-95.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-5.96 |
| Time value: |
0.43 |
| Break-even: |
346.55 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
-0.13 |
| Theta: |
-0.08 |
| Omega: |
-12.13 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-57.89% |
| 3 Months |
|
|
-83.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.440 |
| 1M High / 1M Low: |
0.950 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
