BVT Put 68 SCHW 20.09.2024
/ DE000VM7PB41
BVT Put 68 SCHW 20.09.2024/ DE000VM7PB41 /
| 29/08/2024 08:48:13 |
Chg.-0.010 |
Bid17:22:28 |
Ask17:22:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-2.56% |
0.360
Bid Size: 44,000 |
0.370
Ask Size: 44,000 |
Charles Schwab Corpo... |
68.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7PB4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.36 |
| Time value: |
0.04 |
| Break-even: |
57.13 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
-0.78 |
| Theta: |
-0.02 |
| Omega: |
-11.19 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.14% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
+46.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.350 |
| 1M High / 1M Low: |
0.630 |
0.280 |
| 6M High / 6M Low: |
0.630 |
0.086 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.304 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.17% |
| Volatility 6M: |
|
530.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
