BVT Put 65 EW 20.09.2024/ DE000VM8P1Z5 /
| 02/08/2024 19:42:37 | Chg.+0.100 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.490EUR | +25.64% | - Bid Size: - |
- Ask Size: - |
Edwards Lifesciences... | 65.00 USD | 20/09/2024 | Put |
Master data
| WKN: | VM8P1Z |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Edwards Lifesciences Corp |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 65.00 USD |
| Maturity: | 20/09/2024 |
| Issue date: | 19/01/2024 |
| Last trading day: | 20/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -11.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.52 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.37 |
| Parity: | 0.38 |
| Time value: | 0.12 |
| Break-even: | 54.57 |
| Moneyness: | 1.07 |
| Premium: | 0.02 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.01 |
| Spread %: | 2.04% |
| Delta: | -0.66 |
| Theta: | -0.02 |
| Omega: | -7.41 |
| Rho: | -0.06 |
Quote data
| Open: | 0.370 |
|---|---|
| High: | 0.500 |
| Low: | 0.370 |
| Previous Close: | 0.390 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +19.51% | ||
|---|---|---|---|
| 1 Month | +9700.00% | ||
| 3 Months | +807.41% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.490 | 0.290 |
|---|---|---|
| 1M High / 1M Low: | 0.490 | 0.004 |
| 6M High / 6M Low: | 0.490 | 0.004 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.372 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.123 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.076 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 20,353.95% | |
| Volatility 6M: | 8,421.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
