BVT Put 85 MDT 20.12.2024
/ DE000VD8VZ19
BVT Put 85 MDT 20.12.2024/ DE000VD8VZ19 /
| 16/10/2024 08:49:54 |
Chg.+0.006 |
Bid09:29:33 |
Ask09:29:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.125EUR |
+5.04% |
0.122
Bid Size: 40,000 |
0.132
Ask Size: 40,000 |
Medtronic PLC |
85.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VD8VZ1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
28/06/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-61.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-0.44 |
| Time value: |
0.13 |
| Break-even: |
76.76 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
8.06% |
| Delta: |
-0.26 |
| Theta: |
-0.02 |
| Omega: |
-15.72 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.125 |
| High: |
0.125 |
| Low: |
0.125 |
| Previous Close: |
0.119 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.56% |
| 1 Month |
|
|
-28.16% |
| 3 Months |
|
|
-84.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.119 |
| 1M High / 1M Low: |
0.217 |
0.119 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.149 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
