BVT Put 42 CMCSA 20.09.2024
/ DE000VM7N164
BVT Put 42 CMCSA 20.09.2024/ DE000VM7N164 /
| 2024-08-01 8:45:03 AM |
Chg.-0.032 |
Bid9:29:18 AM |
Ask9:29:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.135EUR |
-19.16% |
0.148
Bid Size: 33,000 |
0.167
Ask Size: 33,000 |
Comcast Corporation |
42.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7N16 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.11 |
| Time value: |
0.07 |
| Break-even: |
37.00 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
5.78% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-12.17 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.135 |
| High: |
0.135 |
| Low: |
0.135 |
| Previous Close: |
0.167 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.09% |
| 1 Month |
|
|
-56.45% |
| 3 Months |
|
|
-63.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.167 |
| 1M High / 1M Low: |
0.440 |
0.167 |
| 6M High / 6M Low: |
0.520 |
0.137 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.247 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.92% |
| Volatility 6M: |
|
188.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
