BVT Put 46 CMCSA 20.09.2024
/ DE000VM87PY1
BVT Put 46 CMCSA 20.09.2024/ DE000VM87PY1 /
2024-09-06 7:53:14 PM |
Chg.0.000 |
Bid8:14:03 AM |
Ask8:14:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
0.00% |
0.560 Bid Size: 13,000 |
0.590 Ask Size: 13,000 |
Comcast Corporation |
46.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM87PY |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Comcast Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
46.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-29 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.59 |
Historic volatility: |
0.20 |
Parity: |
0.58 |
Time value: |
0.01 |
Break-even: |
35.60 |
Moneyness: |
1.16 |
Premium: |
0.00 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
-0.90 |
Theta: |
-0.02 |
Omega: |
-5.43 |
Rho: |
-0.01 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.560 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.64% |
1 Month |
|
|
-8.06% |
3 Months |
|
|
-13.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.550 |
1M High / 1M Low: |
0.680 |
0.510 |
6M High / 6M Low: |
0.880 |
0.390 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.578 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.618 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.47% |
Volatility 6M: |
|
120.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |