BVT Put 440 MSFT 27.12.2024/  DE000VC8REW3  /

Frankfurt Zert./VONT
2024-12-20  8:06:56 PM Chg.-0.060 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.440EUR -12.00% -
Bid Size: -
-
Ask Size: -
Microsoft Corporatio... 440.00 USD 2024-12-27 Put
 

Master data

WKN: VC8REW
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Put
Strike price: 440.00 USD
Maturity: 2024-12-27
Issue date: 2024-11-19
Last trading day: 2024-12-27
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -70.96
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.33
Implied volatility: 0.19
Historic volatility: 0.19
Parity: 0.33
Time value: 0.26
Break-even: 416.00
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 1.72%
Delta: -0.61
Theta: -0.31
Omega: -43.29
Rho: -0.04
 

Quote data

Open: 0.960
High: 0.960
Low: 0.440
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+69.23%
1 Month
  -82.54%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.129
1M High / 1M Low: 2.520 0.129
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.893
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   911.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -