BVT Put 560 MSCI 20.09.2024
/ DE000VM7N347
BVT Put 560 MSCI 20.09.2024/ DE000VM7N347 /
| 13/09/2024 08:49:21 |
Chg.+0.007 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
+8.54% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
560.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7N34 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-50.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.00 |
| Time value: |
0.10 |
| Break-even: |
495.46 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
1.72 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
-0.49 |
| Theta: |
-0.69 |
| Omega: |
-24.67 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.082 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.71% |
| 1 Month |
|
|
-72.19% |
| 3 Months |
|
|
-87.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.082 |
| 1M High / 1M Low: |
0.320 |
0.066 |
| 6M High / 6M Low: |
1.000 |
0.066 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.517 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.94% |
| Volatility 6M: |
|
224.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
