BVT Put 87 BMW 16.08.2024
/ DE000VD7TH73
BVT Put 87 BMW 16.08.2024/ DE000VD7TH73 /
| 8/1/2024 8:04:22 PM |
Chg.+0.170 |
Bid9:38:30 PM |
Ask9:38:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+62.96% |
-
Bid Size: - |
-
Ask Size: - |
BAY.MOTOREN WERKE AG... |
87.00 - |
8/16/2024 |
Put |
Master data
| WKN: |
VD7TH7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
87.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
6/12/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-27.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.12 |
| Time value: |
0.19 |
| Break-even: |
83.90 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.04 |
| Spread %: |
14.81% |
| Delta: |
-0.55 |
| Theta: |
-0.08 |
| Omega: |
-15.25 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.390 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+114.63% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.205 |
| 1M High / 1M Low: |
0.440 |
0.097 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.273 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
