BVT Put 44 UAL 20.09.2024
/ DE000VM8A1E7
BVT Put 44 UAL 20.09.2024/ DE000VM8A1E7 /
| 8/30/2024 8:51:43 AM |
Chg.-0.082 |
Bid1:05:17 PM |
Ask1:05:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.228EUR |
-26.45% |
0.211
Bid Size: 25,000 |
0.224
Ask Size: 25,000 |
United Airlines Hold... |
44.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM8A1E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
0.12 |
| Time value: |
0.12 |
| Break-even: |
37.31 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
-0.58 |
| Theta: |
-0.04 |
| Omega: |
-9.30 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.228 |
| High: |
0.228 |
| Low: |
0.228 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.00% |
| 1 Month |
|
|
+91.60% |
| 3 Months |
|
|
+61.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.208 |
| 1M High / 1M Low: |
0.530 |
0.119 |
| 6M High / 6M Low: |
0.540 |
0.072 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.261 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.240 |
| Avg. volume 6M: |
|
10.156 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
476.56% |
| Volatility 6M: |
|
306.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
