BVT Put 88 BMW 19.07.2024
/ DE000VD6DD76
BVT Put 88 BMW 19.07.2024/ DE000VD6DD76 /
2024-07-03 7:44:26 PM |
Chg.-0.043 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.125EUR |
-25.60% |
- Bid Size: - |
- Ask Size: - |
BAY.MOTOREN WERKE AG... |
88.00 EUR |
2024-07-19 |
Put |
Master data
WKN: |
VD6DD7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
88.00 EUR |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-20 |
Last trading day: |
2024-07-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-47.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.22 |
Parity: |
0.00 |
Time value: |
0.18 |
Break-even: |
86.16 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.02 |
Spread %: |
8.88% |
Delta: |
-0.48 |
Theta: |
-0.06 |
Omega: |
-22.76 |
Rho: |
-0.02 |
Quote data
Open: |
0.133 |
High: |
0.133 |
Low: |
0.125 |
Previous Close: |
0.168 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-37.50% |
1 Month |
|
|
+21.36% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.118 |
1M High / 1M Low: |
0.320 |
0.103 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.171 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
445.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |