BVT Put 46 MGM 20.09.2024
/ DE000VM7N5X4
BVT Put 46 MGM 20.09.2024/ DE000VM7N5X4 /
17/09/2024 08:46:42 |
Chg.+0.010 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+1.18% |
- Bid Size: - |
- Ask Size: - |
MGM Resorts Internat... |
46.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VM7N5X |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MGM Resorts International |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
46.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.86 |
Implied volatility: |
1.60 |
Historic volatility: |
0.30 |
Parity: |
0.86 |
Time value: |
0.01 |
Break-even: |
32.63 |
Moneyness: |
1.26 |
Premium: |
0.00 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.01 |
Spread %: |
1.16% |
Delta: |
-0.94 |
Theta: |
-0.09 |
Omega: |
-3.53 |
Rho: |
0.00 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.860 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.00% |
1 Month |
|
|
+38.71% |
3 Months |
|
|
+40.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.850 |
1M High / 1M Low: |
1.020 |
0.530 |
6M High / 6M Low: |
1.040 |
0.177 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.948 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.787 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.542 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.51% |
Volatility 6M: |
|
206.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |