BVT Put 60 TWLO 20.09.2024
/ DE000VM7N6S2
BVT Put 60 TWLO 20.09.2024/ DE000VM7N6S2 /
| 9/10/2024 8:04:33 PM |
Chg.+0.078 |
Bid9:55:52 PM |
Ask9:55:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+40.63% |
-
Bid Size: - |
-
Ask Size: - |
Twilio Inc |
60.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7N6S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.34 |
| Parity: |
0.11 |
| Time value: |
0.10 |
| Break-even: |
52.29 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.01 |
| Spread %: |
5.05% |
| Delta: |
-0.59 |
| Theta: |
-0.07 |
| Omega: |
-15.10 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.201 |
| High: |
0.290 |
| Low: |
0.195 |
| Previous Close: |
0.192 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+132.76% |
| 1 Month |
|
|
+8.00% |
| 3 Months |
|
|
-48.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.231 |
0.116 |
| 1M High / 1M Low: |
0.250 |
0.075 |
| 6M High / 6M Low: |
0.810 |
0.075 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.491 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
557.92% |
| Volatility 6M: |
|
265.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
