BVT Put 56 TWLO 20.09.2024
/ DE000VM7N6C6
BVT Put 56 TWLO 20.09.2024/ DE000VM7N6C6 /
| 2024-06-28 8:02:28 PM |
Chg.-0.030 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
Twilio Inc |
56.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7N6C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
56.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
-0.08 |
| Time value: |
0.36 |
| Break-even: |
48.67 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.42 |
| Theta: |
-0.02 |
| Omega: |
-6.12 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.40% |
| 1 Month |
|
|
+2.86% |
| 3 Months |
|
|
-23.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.360 |
| 1M High / 1M Low: |
0.550 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
