BVT Put 640 URI 20.09.2024
/ DE000VM87PK0
BVT Put 640 URI 20.09.2024/ DE000VM87PK0 /
| 2024-07-05 8:58:34 AM |
Chg.-0.03 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.27EUR |
-0.91% |
-
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: |
-14.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
0.56 |
| Time value: |
3.51 |
| Break-even: |
549.74 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
0.74% |
| Delta: |
-0.47 |
| Theta: |
-0.23 |
| Omega: |
-6.76 |
| Rho: |
-0.66 |
Quote data
| Open: |
3.27 |
| High: |
3.27 |
| Low: |
3.27 |
| Previous Close: |
3.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.13% |
| 1 Month |
|
|
-24.31% |
| 3 Months |
|
|
-18.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.91 |
3.27 |
| 1M High / 1M Low: |
5.45 |
3.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
