BVT Put 44 CMCSA 20.09.2024
/ DE000VM7N172
BVT Put 44 CMCSA 20.09.2024/ DE000VM7N172 /
| 7/10/2024 8:48:50 AM |
Chg.-0.010 |
Bid9:45:04 PM |
Ask9:45:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-1.64% |
0.610
Bid Size: 186,000 |
0.620
Ask Size: 186,000 |
Comcast Corporation |
44.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7N17 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
0.60 |
| Time value: |
0.01 |
| Break-even: |
34.59 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
-0.84 |
| Theta: |
0.00 |
| Omega: |
-4.78 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+39.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.520 |
| 1M High / 1M Low: |
0.700 |
0.460 |
| 6M High / 6M Low: |
0.700 |
0.181 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.418 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.07% |
| Volatility 6M: |
|
156.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
