BVT Put 400 ISRG 20.09.2024
/ DE000VM82ZM6
BVT Put 400 ISRG 20.09.2024/ DE000VM82ZM6 /
| 2024-07-09 8:57:57 AM |
Chg.-0.060 |
Bid9:48:43 AM |
Ask9:48:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-8.00% |
0.690
Bid Size: 4,400 |
0.740
Ask Size: 4,400 |
Intuitive Surgical I... |
400.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM82ZM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-4.11 |
| Time value: |
0.74 |
| Break-even: |
361.92 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.03 |
| Spread %: |
4.23% |
| Delta: |
-0.20 |
| Theta: |
-0.11 |
| Omega: |
-11.20 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.77% |
| 1 Month |
|
|
-53.38% |
| 3 Months |
|
|
-79.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.750 |
| 1M High / 1M Low: |
1.490 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
