BVT Put 88 MDT 20.09.2024
/ DE000VM78CJ9
BVT Put 88 MDT 20.09.2024/ DE000VM78CJ9 /
| 30/07/2024 08:38:22 |
Chg.-0.070 |
Bid14:56:22 |
Ask14:56:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-8.43% |
0.760
Bid Size: 19,000 |
0.780
Ask Size: 19,000 |
Medtronic PLC |
88.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM78CJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
88.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.74 |
| Time value: |
0.03 |
| Break-even: |
73.64 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-7.77 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-14.61% |
| 3 Months |
|
|
-1.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.750 |
| 1M High / 1M Low: |
1.050 |
0.640 |
| 6M High / 6M Low: |
1.050 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.677 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.12% |
| Volatility 6M: |
|
172.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
