BVT Put 51 NEM 20.09.2024
/ DE000VC2J421
BVT Put 51 NEM 20.09.2024/ DE000VC2J421 /
9/6/2024 8:06:18 PM |
Chg.+0.061 |
Bid9:58:49 PM |
Ask9:58:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.138EUR |
+79.22% |
- Bid Size: - |
- Ask Size: - |
Newmont Corporation |
51.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
VC2J42 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Newmont Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
51.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
8/21/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.37 |
Historic volatility: |
0.31 |
Parity: |
0.06 |
Time value: |
0.10 |
Break-even: |
44.44 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.01 |
Spread %: |
6.80% |
Delta: |
-0.55 |
Theta: |
-0.05 |
Omega: |
-15.98 |
Rho: |
-0.01 |
Quote data
Open: |
0.083 |
High: |
0.138 |
Low: |
0.082 |
Previous Close: |
0.077 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+109.09% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.138 |
0.066 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |