BVT Put 75 MDT 20.12.2024
/ DE000VD8V0K0
BVT Put 75 MDT 20.12.2024/ DE000VD8V0K0 /
2024-07-31 8:46:42 AM |
Chg.-0.026 |
Bid5:05:15 PM |
Ask5:05:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.205EUR |
-11.26% |
0.218 Bid Size: 170,000 |
0.228 Ask Size: 170,000 |
Medtronic PLC |
75.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
VD8V0K |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-34.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
-0.54 |
Time value: |
0.22 |
Break-even: |
67.18 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
4.85% |
Delta: |
-0.27 |
Theta: |
-0.01 |
Omega: |
-9.22 |
Rho: |
-0.09 |
Quote data
Open: |
0.205 |
High: |
0.205 |
Low: |
0.205 |
Previous Close: |
0.231 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.02% |
1 Month |
|
|
-14.58% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.225 |
1M High / 1M Low: |
0.290 |
0.174 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.242 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.251 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |