BVT Put 5450 S&P 500 Index
/ DE000VD8C513
BVT Put 5450 S&P 500 Index/ DE000VD8C513 /
| 2024-07-03 10:15:07 AM |
Chg.-0.017 |
Bid10:15:07 AM |
Ask10:15:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.002EUR |
-89.47% |
0.002
Bid Size: 150,000 |
0.020
Ask Size: 150,000 |
- |
5,450.00 USD |
2024-07-03 |
Put |
Master data
| WKN: |
VD8C51 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,450.00 USD |
| Maturity: |
2024-07-03 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-07-03 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-621.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.10 |
| Parity: |
-0.23 |
| Time value: |
0.08 |
| Break-even: |
5,067.94 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
8.51 |
| Spread abs.: |
0.01 |
| Spread %: |
13.89% |
| Delta: |
-0.29 |
| Theta: |
-7.47 |
| Omega: |
-182.19 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.002 |
| High: |
0.002 |
| Low: |
0.002 |
| Previous Close: |
0.019 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-99.03% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.207 |
0.019 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| 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: |
|
- |
