BVT Put 72 MDT 20.12.2024
/ DE000VD3SFK3
BVT Put 72 MDT 20.12.2024/ DE000VD3SFK3 /
2024-09-05 7:58:26 PM |
Chg.+0.005 |
Bid9:54:17 PM |
Ask9:54:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
+19.23% |
0.033 Bid Size: 220,000 |
0.043 Ask Size: 220,000 |
Medtronic PLC |
72.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
VD3SFK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
72.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-241.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.16 |
Parity: |
-1.72 |
Time value: |
0.03 |
Break-even: |
64.64 |
Moneyness: |
0.79 |
Premium: |
0.21 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.01 |
Spread %: |
41.67% |
Delta: |
-0.06 |
Theta: |
-0.01 |
Omega: |
-13.56 |
Rho: |
-0.01 |
Quote data
Open: |
0.024 |
High: |
0.031 |
Low: |
0.023 |
Previous Close: |
0.026 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.33% |
1 Month |
|
|
-84.88% |
3 Months |
|
|
-77.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.031 |
0.026 |
1M High / 1M Low: |
0.205 |
0.026 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.029 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |