BVT Put 640 URI 20.09.2024
/ DE000VM87PK0
BVT Put 640 URI 20.09.2024/ DE000VM87PK0 /
8/16/2024 7:44:27 PM |
Chg.+0.010 |
Bid9:58:54 PM |
Ask9:58:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
+1.30% |
- Bid Size: - |
- Ask Size: - |
United Rentals |
640.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
1/29/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-79.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.33 |
Parity: |
-7.35 |
Time value: |
0.83 |
Break-even: |
574.98 |
Moneyness: |
0.89 |
Premium: |
0.12 |
Premium p.a.: |
2.40 |
Spread abs.: |
0.04 |
Spread %: |
5.06% |
Delta: |
-0.17 |
Theta: |
-0.30 |
Omega: |
-13.10 |
Rho: |
-0.11 |
Quote data
Open: |
0.690 |
High: |
0.880 |
Low: |
0.690 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-51.85% |
1 Month |
|
|
-37.60% |
3 Months |
|
|
-75.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.750 |
0.770 |
1M High / 1M Low: |
2.980 |
0.680 |
6M High / 6M Low: |
6.110 |
0.680 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.468 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.636 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
641.61% |
Volatility 6M: |
|
312.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |