BVT Put 94 BMW 16.08.2024
/ DE000VD68GW3
BVT Put 94 BMW 16.08.2024/ DE000VD68GW3 /
| 2024-07-23 5:03:27 PM |
Chg.+0.080 |
Bid5:21:54 PM |
Ask5:21:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+19.05% |
0.490
Bid Size: 86,000 |
0.500
Ask Size: 86,000 |
BAY.MOTOREN WERKE AG... |
94.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
VD68GW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
94.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-04 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.31 |
| Time value: |
0.14 |
| Break-even: |
89.50 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
7.14% |
| Delta: |
-0.64 |
| Theta: |
-0.05 |
| Omega: |
-12.95 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.440 |
| High: |
0.500 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
-29.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.380 |
| 1M High / 1M Low: |
0.720 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
