BVT Put 5375 S&P 500 Index 04.10.2024
/ DE000VC00DC7
BVT Put 5375 S&P 500 Index 04.10..../ DE000VC00DC7 /
| 8/23/2024 8:04:00 PM |
Chg.-0.130 |
Bid9:56:35 PM |
Ask9:56:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-27.66% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,375.00 USD |
10/4/2024 |
Put |
Master data
| WKN: |
VC00DC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,375.00 USD |
| Maturity: |
10/4/2024 |
| Issue date: |
7/30/2024 |
| Last trading day: |
10/4/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-157.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.11 |
| Parity: |
-2.32 |
| Time value: |
0.32 |
| Break-even: |
4,770.19 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
-0.19 |
| Theta: |
-0.89 |
| Omega: |
-29.58 |
| Rho: |
-1.10 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.340 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.73% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.340 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| 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: |
|
- |
