BVT Put 72 NEM 20.09.2024
/ DE000VM47A38
BVT Put 72 NEM 20.09.2024/ DE000VM47A38 /
| 8/8/2024 4:44:21 PM |
Chg.-0.002 |
Bid6:02:54 PM |
Ask6:02:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.147EUR |
-1.34% |
0.142
Bid Size: 10,000 |
0.152
Ask Size: 10,000 |
NEMETSCHEK SE O.N. |
72.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
VM47A3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/8/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-53.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.30 |
| Parity: |
-1.49 |
| Time value: |
0.16 |
| Break-even: |
70.38 |
| Moneyness: |
0.83 |
| Premium: |
0.19 |
| Premium p.a.: |
3.37 |
| Spread abs.: |
0.01 |
| Spread %: |
6.58% |
| Delta: |
-0.15 |
| Theta: |
-0.05 |
| Omega: |
-8.28 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.151 |
| High: |
0.162 |
| Low: |
0.147 |
| Previous Close: |
0.149 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.64% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
-43.46% |
| YTD |
|
|
-78.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.110 |
| 1M High / 1M Low: |
0.250 |
0.105 |
| 6M High / 6M Low: |
0.470 |
0.098 |
| High (YTD): |
1/5/2024 |
0.820 |
| Low (YTD): |
7/5/2024 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.60% |
| Volatility 6M: |
|
195.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
