BVT Put 44 UAL 20.09.2024
/ DE000VM8A1E7
BVT Put 44 UAL 20.09.2024/ DE000VM8A1E7 /
30/08/2024 08:51:43 |
Chg.-0.082 |
Bid13:05:17 |
Ask13:05:17 |
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 |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
20/09/2024 |
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: |
|
- |