BVT Put 440 MSCI 20.09.2024
/ DE000VM76JY7
BVT Put 440 MSCI 20.09.2024/ DE000VM76JY7 /
| 8/9/2024 8:12:59 AM |
Chg.-0.014 |
Bid10:52:27 AM |
Ask10:52:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-25.93% |
0.039
Bid Size: 33,000 |
0.049
Ask Size: 33,000 |
MSCI Inc |
440.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM76JY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-95.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
-0.83 |
| Time value: |
0.05 |
| Break-even: |
398.02 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
3.26 |
| Spread abs.: |
0.01 |
| Spread %: |
24.39% |
| Delta: |
-0.12 |
| Theta: |
-0.19 |
| Omega: |
-11.02 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
-57.45% |
| 3 Months |
|
|
-79.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.028 |
| 1M High / 1M Low: |
0.106 |
0.020 |
| 6M High / 6M Low: |
0.240 |
0.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.116 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
694.97% |
| Volatility 6M: |
|
320.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
