BVT Put 84 MDT 20.12.2024
/ DE000VD3SFE6
BVT Put 84 MDT 20.12.2024/ DE000VD3SFE6 /
| 10/9/2024 8:48:42 AM |
Chg.-0.034 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.154EUR |
-18.09% |
-
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: |
-49.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.38 |
| Time value: |
0.16 |
| Break-even: |
74.90 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
6.54% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-14.13 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.154 |
| High: |
0.154 |
| Low: |
0.154 |
| Previous Close: |
0.188 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
-11.49% |
| 3 Months |
|
|
-79.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.188 |
0.126 |
| 1M High / 1M Low: |
0.188 |
0.114 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
