BVT Put 84 MDT 20.12.2024
/ DE000VD3SFE6
BVT Put 84 MDT 20.12.2024/ DE000VD3SFE6 /
9/6/2024 7:41:34 PM |
Chg.+0.001 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.174EUR |
+0.58% |
- Bid Size: - |
- Ask Size: - |
Medtronic PLC |
84.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
VD3SFE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
84.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-42.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
-0.49 |
Time value: |
0.19 |
Break-even: |
73.70 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.01 |
Spread %: |
5.56% |
Delta: |
-0.27 |
Theta: |
-0.01 |
Omega: |
-11.46 |
Rho: |
-0.07 |
Quote data
Open: |
0.189 |
High: |
0.189 |
Low: |
0.174 |
Previous Close: |
0.173 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.68% |
1 Month |
|
|
-70.00% |
3 Months |
|
|
-62.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.197 |
0.156 |
1M High / 1M Low: |
0.580 |
0.148 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.175 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.314 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |