BVT Put 88 MDT 20.12.2024
/ DE000VD6JJX0
BVT Put 88 MDT 20.12.2024/ DE000VD6JJX0 /
2024-07-31 8:25:04 AM |
Chg.-0.060 |
Bid9:10:15 AM |
Ask9:10:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-6.98% |
0.790 Bid Size: 24,000 |
0.850 Ask Size: 24,000 |
Medtronic PLC |
88.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
VD6JJX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
88.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-21 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
0.66 |
Time value: |
0.15 |
Break-even: |
73.26 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
-0.65 |
Theta: |
-0.01 |
Omega: |
-5.96 |
Rho: |
-0.22 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.860 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
-14.89% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.860 |
1M High / 1M Low: |
1.070 |
0.730 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.896 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.951 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |