BVT Put 42 TWLO 20.09.2024
/ DE000VD0LBB2
BVT Put 42 TWLO 20.09.2024/ DE000VD0LBB2 /
| 17/07/2024 10:34:01 |
Chg.+0.005 |
Bid13:30:26 |
Ask13:30:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
+18.52% |
0.032
Bid Size: 16,000 |
0.042
Ask Size: 16,000 |
Twilio Inc |
42.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VD0LBB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-141.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
-1.30 |
| Time value: |
0.04 |
| Break-even: |
41.61 |
| Moneyness: |
0.76 |
| Premium: |
0.24 |
| Premium p.a.: |
2.40 |
| Spread abs.: |
0.01 |
| Spread %: |
34.48% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-10.18 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.032 |
| Previous Close: |
0.027 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.62% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-75.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.027 |
| 1M High / 1M Low: |
0.075 |
0.027 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
