BVT Put 76 MDT 20.09.2024
/ DE000VM7NV49
BVT Put 76 MDT 20.09.2024/ DE000VM7NV49 /
| 2024-07-31 10:12:45 AM |
Chg.-0.006 |
Bid10:34:21 AM |
Ask10:34:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
-5.83% |
0.097
Bid Size: 34,000 |
0.107
Ask Size: 34,000 |
Medtronic PLC |
76.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7NV4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-68.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.44 |
| Time value: |
0.11 |
| Break-even: |
69.18 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
10.10% |
| Delta: |
-0.24 |
| Theta: |
-0.02 |
| Omega: |
-16.25 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.103 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.00% |
| 1 Month |
|
|
-23.62% |
| 3 Months |
|
|
-53.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.138 |
0.100 |
| 1M High / 1M Low: |
0.193 |
0.087 |
| 6M High / 6M Low: |
0.280 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.155 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.52% |
| Volatility 6M: |
|
223.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
