BVT Put 72 MDT 20.09.2024
/ DE000VM7NV72
BVT Put 72 MDT 20.09.2024/ DE000VM7NV72 /
| 17/07/2024 13:51:55 |
Chg.0.000 |
Bid15:51:07 |
Ask15:51:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
0.00% |
0.052
Bid Size: 172,000 |
0.062
Ask Size: 172,000 |
Medtronic PLC |
72.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7NV7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 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: |
-100.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.56 |
| Time value: |
0.07 |
| Break-even: |
65.33 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
16.39% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-17.77 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.062 |
| High: |
0.066 |
| Low: |
0.062 |
| Previous Close: |
0.066 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.26% |
| 1 Month |
|
|
+11.86% |
| 3 Months |
|
|
-60.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.054 |
| 1M High / 1M Low: |
0.086 |
0.045 |
| 6M High / 6M Low: |
0.172 |
0.029 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.97% |
| Volatility 6M: |
|
226.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
