BVT Put 5525 S&P 500 Index
/ DE000VD8C6E3
BVT Put 5525 S&P 500 Index/ DE000VD8C6E3 /
| 2024-07-03 10:11:59 AM |
Chg.-0.146 |
Bid11:38:01 AM |
Ask11:38:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.174EUR |
-45.63% |
0.143
Bid Size: 99,000 |
0.153
Ask Size: 99,000 |
- |
5,525.00 USD |
2024-07-03 |
Put |
Master data
| WKN: |
VD8C6E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,525.00 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: |
-110.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.10 |
| Parity: |
0.46 |
| Time value: |
0.00 |
| Break-even: |
5,100.00 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
-1.00 |
| Theta: |
0.39 |
| Omega: |
-110.34 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.174 |
| High: |
0.174 |
| Low: |
0.174 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.51% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.320 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| 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: |
|
- |
