BVT Put 680 URI 20.09.2024
/ DE000VD0ADX5
BVT Put 680 URI 20.09.2024/ DE000VD0ADX5 /
| 29/07/2024 10:25:11 |
Chg.+0.070 |
Bid13:32:35 |
Ask13:32:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
+5.00% |
1.450
Bid Size: 4,000 |
1.490
Ask Size: 4,000 |
United Rentals |
680.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
14/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
-6.65 |
| Time value: |
1.52 |
| Break-even: |
611.36 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.04 |
| Spread %: |
2.70% |
| Delta: |
-0.22 |
| Theta: |
-0.29 |
| Omega: |
-10.24 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.470 |
| High: |
1.470 |
| Low: |
1.470 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.94% |
| 1 Month |
|
|
-75.29% |
| 3 Months |
|
|
-64.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
1.400 |
| 1M High / 1M Low: |
6.270 |
1.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.760 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
