BVT Put 94 BMW 19.07.2024
/ DE000VD6BU85
BVT Put 94 BMW 19.07.2024/ DE000VD6BU85 /
| 03/07/2024 10:53:30 |
Chg.+0.010 |
Bid20:23:14 |
Ask20:23:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+1.96% |
0.530
Bid Size: 5,700 |
0.570
Ask Size: 5,700 |
BAY.MOTOREN WERKE AG... |
94.00 EUR |
19/07/2024 |
Put |
Master data
| WKN: |
VD6BU8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
94.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
17/05/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.60 |
| Time value: |
0.04 |
| Break-even: |
87.60 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
6.67% |
| Delta: |
-0.82 |
| Theta: |
-0.04 |
| Omega: |
-11.26 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.520 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
+92.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.500 |
| 1M High / 1M Low: |
0.700 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
