BVT Put 48 TWLO 20.09.2024
/ DE000VM727B6
BVT Put 48 TWLO 20.09.2024/ DE000VM727B6 /
| 2024-08-06 8:41:10 AM |
Chg.+0.012 |
Bid10:36:20 AM |
Ask10:36:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+21.43% |
0.071
Bid Size: 10,000 |
0.081
Ask Size: 10,000 |
Twilio Inc |
48.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM727B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-65.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.35 |
| Parity: |
-1.09 |
| Time value: |
0.08 |
| Break-even: |
43.00 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
3.82 |
| Spread abs.: |
0.01 |
| Spread %: |
13.70% |
| Delta: |
-0.13 |
| Theta: |
-0.03 |
| Omega: |
-8.33 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.056 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.42% |
| 1 Month |
|
|
-45.60% |
| 3 Months |
|
|
-64.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.095 |
0.056 |
| 1M High / 1M Low: |
0.144 |
0.056 |
| 6M High / 6M Low: |
0.380 |
0.056 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.38% |
| Volatility 6M: |
|
201.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
