BVT Put 640 URI 20.09.2024
/ DE000VM87PK0
BVT Put 640 URI 20.09.2024/ DE000VM87PK0 /
| 17/07/2024 19:41:20 |
Chg.+0.100 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+8.00% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
640.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM87PK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
640.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
29/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-59.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
-9.45 |
| Time value: |
1.14 |
| Break-even: |
575.64 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.04 |
| Spread %: |
3.64% |
| Delta: |
-0.17 |
| Theta: |
-0.22 |
| Omega: |
-9.88 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.100 |
| High: |
1.440 |
| Low: |
1.100 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.29% |
| 1 Month |
|
|
-74.29% |
| 3 Months |
|
|
-76.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.580 |
1.250 |
| 1M High / 1M Low: |
5.250 |
1.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
