BVT Put 93 BMW 16.08.2024
/ DE000VD7TJM0
BVT Put 93 BMW 16.08.2024/ DE000VD7TJM0 /
| 7/23/2024 10:21:42 AM |
Chg.+0.040 |
Bid1:23:29 PM |
Ask1:23:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+11.76% |
0.330
Bid Size: 96,000 |
0.340
Ask Size: 96,000 |
BAY.MOTOREN WERKE AG... |
93.00 - |
8/16/2024 |
Put |
Master data
| WKN: |
VD7TJM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
93.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
6/12/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.21 |
| Time value: |
0.17 |
| Break-even: |
89.20 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
-0.59 |
| Theta: |
-0.05 |
| Omega: |
-14.13 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.15% |
| 1 Month |
|
|
-39.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.320 |
| 1M High / 1M Low: |
0.640 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
