BVT Put 480 3HM 20.09.2024
/ DE000VM7N313
BVT Put 480 3HM 20.09.2024/ DE000VM7N313 /
13/09/2024 08:49:21 |
Chg.-0.007 |
Bid21:13:02 |
Ask21:13:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.002EUR |
-77.78% |
0.007 Bid Size: 126,000 |
0.020 Ask Size: 126,000 |
MSCI INC. A D... |
480.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VM7N31 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MSCI INC. A DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
480.00 - |
Maturity: |
20/09/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-252.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
-0.25 |
Time value: |
0.02 |
Break-even: |
478.00 |
Moneyness: |
0.95 |
Premium: |
0.05 |
Premium p.a.: |
14.45 |
Spread abs.: |
0.02 |
Spread %: |
566.67% |
Delta: |
-0.15 |
Theta: |
-0.42 |
Omega: |
-37.28 |
Rho: |
-0.01 |
Quote data
Open: |
0.002 |
High: |
0.002 |
Low: |
0.002 |
Previous Close: |
0.009 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-85.71% |
1 Month |
|
|
-97.10% |
3 Months |
|
|
-99.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.014 |
0.002 |
1M High / 1M Low: |
0.069 |
0.002 |
6M High / 6M Low: |
0.420 |
0.002 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.015 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.175 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,982.33% |
Volatility 6M: |
|
866.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |