BVT Put 520 URI 20.09.2024
/ DE000VM7NUP2
BVT Put 520 URI 20.09.2024/ DE000VM7NUP2 /
| 05/07/2024 19:48:07 |
Chg.+0.150 |
Bid21:59:07 |
Ask21:59:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+22.73% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
520.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7NUP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 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: |
-68.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
-10.51 |
| Time value: |
0.86 |
| Break-even: |
471.13 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.03 |
| Spread %: |
3.61% |
| Delta: |
-0.13 |
| Theta: |
-0.16 |
| Omega: |
-8.97 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.660 |
| High: |
0.850 |
| Low: |
0.650 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-37.21% |
| 3 Months |
|
|
-31.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.640 |
| 1M High / 1M Low: |
1.480 |
0.640 |
| 6M High / 6M Low: |
4.920 |
0.610 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.674 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.72% |
| Volatility 6M: |
|
207.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
