BVT Put 80 MDT 20.12.2024
/ DE000VD3SFF3
BVT Put 80 MDT 20.12.2024/ DE000VD3SFF3 /
| 2024-09-06 8:03:56 PM |
Chg.+0.004 |
Bid9:57:43 PM |
Ask9:57:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.102EUR |
+4.08% |
-
Bid Size: - |
-
Ask Size: - |
Medtronic PLC |
80.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SFF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-69.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.85 |
| Time value: |
0.12 |
| Break-even: |
70.84 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
9.43% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-12.26 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.111 |
| High: |
0.111 |
| Low: |
0.097 |
| Previous Close: |
0.098 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-75.12% |
| 3 Months |
|
|
-68.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.088 |
| 1M High / 1M Low: |
0.410 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
