BVT Put 440 3HM 20.12.2024
/ DE000VD3SEW1
BVT Put 440 3HM 20.12.2024/ DE000VD3SEW1 /
| 7/12/2024 10:32:50 AM |
Chg.-0.008 |
Bid12:31:54 PM |
Ask12:31:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.185EUR |
-4.15% |
0.185
Bid Size: 34,000 |
0.195
Ask Size: 34,000 |
MSCI INC. A D... |
440.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3SEW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI INC. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
-0.14 |
| Time value: |
0.20 |
| Break-even: |
420.20 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
5.32% |
| Delta: |
-0.36 |
| Theta: |
-0.07 |
| Omega: |
-8.17 |
| Rho: |
-0.80 |
Quote data
| Open: |
0.185 |
| High: |
0.185 |
| Low: |
0.185 |
| Previous Close: |
0.193 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.65% |
| 1 Month |
|
|
-9.31% |
| 3 Months |
|
|
-20.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.199 |
0.186 |
| 1M High / 1M Low: |
0.233 |
0.177 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
