BVT Put 5400 S&P 500 Index 20.09.2024
/ DE000VM800L0
BVT Put 5400 S&P 500 Index 20.09..../ DE000VM800L0 /
| 7/9/2024 1:18:08 PM |
Chg.-0.018 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.242EUR |
-6.92% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,400.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VM800L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,400.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/24/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-222.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.11 |
| Parity: |
-1.73 |
| Time value: |
0.25 |
| Break-even: |
5,375.00 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.18 |
| Theta: |
-0.34 |
| Omega: |
-40.86 |
| Rho: |
-2.09 |
Quote data
| Open: |
0.236 |
| High: |
0.242 |
| Low: |
0.234 |
| Previous Close: |
0.260 |
| Turnover: |
7,180 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.59% |
| 1 Month |
|
|
-56.00% |
| 3 Months |
|
|
-69.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.260 |
| 1M High / 1M Low: |
0.580 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
10,400 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
2,952.381 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
