BVT Put 640 URI 20.09.2024
/ DE000VM87PK0
BVT Put 640 URI 20.09.2024/ DE000VM87PK0 /
| 2024-07-26 3:45:11 PM |
Chg.-1.040 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-63.03% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
640.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-78.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
-10.34 |
| Time value: |
0.88 |
| Break-even: |
580.75 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.04 |
| Spread %: |
4.76% |
| Delta: |
-0.14 |
| Theta: |
-0.22 |
| Omega: |
-10.94 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.610 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.04% |
| 1 Month |
|
|
-86.97% |
| 3 Months |
|
|
-82.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.650 |
0.610 |
| 1M High / 1M Low: |
4.680 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
