BVT Put 5600 S&P 500 Index 03.07.2024
/ DE000VD8C554
BVT Put 5600 S&P 500 Index 03.07..../ DE000VD8C554 /
| 2024-07-03 9:45:54 AM |
Chg.-0.51 |
Bid10:58:54 AM |
Ask10:58:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.86EUR |
-37.23% |
0.82
Bid Size: 76,000 |
0.83
Ask Size: 76,000 |
- |
5,600.00 USD |
2024-07-03 |
Put |
Master data
| WKN: |
VD8C55 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,600.00 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: |
-43.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.10 |
| Parity: |
1.16 |
| Time value: |
0.00 |
| Break-even: |
5,099.85 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
-0.99 |
| Theta: |
-0.18 |
| Omega: |
-43.50 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.86 |
| High: |
0.86 |
| Low: |
0.86 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.87% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
0.91 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
