BVT Put 380 MUV2 20.12.2024
/ DE000VM2CVE8
BVT Put 380 MUV2 20.12.2024/ DE000VM2CVE8 /
08/10/2024 10:35:13 |
Chg.+0.008 |
Bid12:24:32 |
Ask12:24:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.206EUR |
+4.04% |
0.185 Bid Size: 14,000 |
0.195 Ask Size: 14,000 |
MUENCH.RUECKVERS.VNA... |
380.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
VM2CVE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
380.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
14/09/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-223.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
-8.70 |
Time value: |
0.21 |
Break-even: |
377.91 |
Moneyness: |
0.81 |
Premium: |
0.19 |
Premium p.a.: |
1.39 |
Spread abs.: |
0.01 |
Spread %: |
5.03% |
Delta: |
-0.07 |
Theta: |
-0.06 |
Omega: |
-14.59 |
Rho: |
-0.07 |
Quote data
Open: |
0.206 |
High: |
0.206 |
Low: |
0.206 |
Previous Close: |
0.198 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+25.61% |
1 Month |
|
|
-28.97% |
3 Months |
|
|
-56.17% |
YTD |
|
|
-93.64% |
1 Year |
|
|
-94.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.198 |
0.161 |
1M High / 1M Low: |
0.250 |
0.135 |
6M High / 6M Low: |
1.880 |
0.135 |
High (YTD): |
11/01/2024 |
3.260 |
Low (YTD): |
27/09/2024 |
0.135 |
52W High: |
20/10/2023 |
3.880 |
52W Low: |
27/09/2024 |
0.135 |
Avg. price 1W: |
|
0.177 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.184 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.647 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.556 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
159.39% |
Volatility 6M: |
|
191.65% |
Volatility 1Y: |
|
153.51% |
Volatility 3Y: |
|
- |