BVT Put 400 DPZ 20.09.2024
/ DE000VM76JS9
BVT Put 400 DPZ 20.09.2024/ DE000VM76JS9 /
| 7/30/2024 8:03:03 PM |
Chg.-0.050 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-5.95% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
400.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VM76JS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-48.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.25 |
| Parity: |
0.43 |
| Time value: |
0.39 |
| Break-even: |
391.80 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
5.13% |
| Delta: |
-0.54 |
| Theta: |
-0.04 |
| Omega: |
-26.14 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.790 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.28% |
| 1 Month |
|
|
+192.59% |
| 3 Months |
|
|
+88.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.780 |
| 1M High / 1M Low: |
1.460 |
0.290 |
| 6M High / 6M Low: |
2.610 |
0.163 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.642 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.990 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
831.37% |
| Volatility 6M: |
|
361.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
