BVT Put 45 CSCO 20.09.2024
/ DE000VM3MTN0
BVT Put 45 CSCO 20.09.2024/ DE000VM3MTN0 /
| 03/09/2024 08:56:52 |
Chg.+0.001 |
Bid15:33:07 |
Ask15:33:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
+50.00% |
0.003
Bid Size: 250,000 |
0.023
Ask Size: 250,000 |
Cisco Systems Inc |
45.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM3MTN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-198.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
-0.50 |
| Time value: |
0.02 |
| Break-even: |
40.43 |
| Moneyness: |
0.89 |
| Premium: |
0.11 |
| Premium p.a.: |
9.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1,050.00% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-20.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.003 |
| High: |
0.003 |
| Low: |
0.003 |
| Previous Close: |
0.002 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-96.97% |
| 3 Months |
|
|
-97.30% |
| YTD |
|
|
-98.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.004 |
0.002 |
| 1M High / 1M Low: |
0.188 |
0.002 |
| 6M High / 6M Low: |
0.188 |
0.002 |
| High (YTD): |
15/02/2024 |
0.218 |
| Low (YTD): |
02/09/2024 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.003 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
496.06% |
| Volatility 6M: |
|
355.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
