BVT Put 78 iShares iBoxx High Yield Corporate Bond 15.11.2024
/ DE000VC299N3
BVT Put 78 iShares iBoxx High Yie.../ DE000VC299N3 /
| 11/13/2024 10:12:32 AM |
Chg.- |
Bid8:12:04 AM |
Ask8:12:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
78.00 - |
11/15/2024 |
Put |
Master data
| WKN: |
VC299N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 - |
| Maturity: |
11/15/2024 |
| Issue date: |
9/4/2024 |
| Last trading day: |
11/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-373.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
- |
| Historic volatility: |
0.04 |
| Parity: |
0.32 |
| Time value: |
-0.30 |
| Break-even: |
77.80 |
| Moneyness: |
1.04 |
| Premium: |
-0.04 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.01 |
| Spread %: |
100.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.010 |
| High: |
0.011 |
| Low: |
0.010 |
| Previous Close: |
0.006 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-79.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.006 |
| 1M High / 1M Low: |
0.054 |
0.003 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,562.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
