BVT Put 640 URI 20.09.2024/  DE000VM87PK0  /

EUWAX
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:   -