BVT Put 75 MDT 20.09.2024
/ DE000VD0DBC7
BVT Put 75 MDT 20.09.2024/ DE000VD0DBC7 /
| 2024-07-31 8:39:13 AM |
Chg.-0.017 |
Bid9:25:42 AM |
Ask9:25:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
-17.71% |
0.078
Bid Size: 34,000 |
0.088
Ask Size: 34,000 |
Medtronic PLC |
75.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VD0DBC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-69.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.46 |
| Time value: |
0.11 |
| Break-even: |
68.26 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
10.42% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-16.08 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.079 |
| Previous Close: |
0.096 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.84% |
| 1 Month |
|
|
-35.77% |
| 3 Months |
|
|
-54.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.122 |
0.092 |
| 1M High / 1M Low: |
0.158 |
0.069 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
