BVT Put 680 URI 20.09.2024
/ DE000VD0ADX5
BVT Put 680 URI 20.09.2024/ DE000VD0ADX5 /
| 2024-07-05 7:53:20 PM |
Chg.+1.040 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.050EUR |
+20.76% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
680.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VD0ADX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
680.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.71 |
| Intrinsic value: |
4.25 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
4.25 |
| Time value: |
1.97 |
| Break-even: |
565.14 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
0.48% |
| Delta: |
-0.61 |
| Theta: |
-0.21 |
| Omega: |
-5.76 |
| Rho: |
-0.88 |
Quote data
| Open: |
5.050 |
| High: |
6.170 |
| Low: |
4.970 |
| Previous Close: |
5.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.68% |
| 1 Month |
|
|
-13.32% |
| 3 Months |
|
|
+17.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.050 |
5.010 |
| 1M High / 1M Low: |
8.030 |
5.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
