BVT Put 480 MCO 20.12.2024
/ DE000VC10EU6
BVT Put 480 MCO 20.12.2024/ DE000VC10EU6 /
| 2024-10-18 7:54:15 PM |
Chg.-0.050 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.910EUR |
-2.55% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
480.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VC10EU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
3.05 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
3.05 |
| Time value: |
-1.11 |
| Break-even: |
460.60 |
| Moneyness: |
1.07 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
2.65% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.020 |
| High: |
2.020 |
| Low: |
1.910 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.36% |
| 1 Month |
|
|
-2.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.910 |
| 1M High / 1M Low: |
3.160 |
1.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
