BVT Put 80 SREN 20.12.2024
/ DE000VM708W2
BVT Put 80 SREN 20.12.2024/ DE000VM708W2 /
| 05/09/2024 20:03:42 |
Chg.-0.004 |
Bid21:50:40 |
Ask21:50:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
SWISS RE N |
80.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
VM708W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-250.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
-3.77 |
| Time value: |
0.05 |
| Break-even: |
84.78 |
| Moneyness: |
0.69 |
| Premium: |
0.31 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.01 |
| Spread %: |
25.64% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-9.93 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.035 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
-71.65% |
| 3 Months |
|
|
-52.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.034 |
| 1M High / 1M Low: |
0.127 |
0.033 |
| 6M High / 6M Low: |
0.192 |
0.033 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.092 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.08% |
| Volatility 6M: |
|
189.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
