BVT Put 98 BMW 19.07.2024
/ DE000VD5FCM8
BVT Put 98 BMW 19.07.2024/ DE000VD5FCM8 /
| 03/07/2024 19:42:15 |
Chg.-0.080 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-8.08% |
-
Bid Size: - |
-
Ask Size: - |
BAY.MOTOREN WERKE AG... |
98.00 EUR |
19/07/2024 |
Put |
Master data
| WKN: |
VD5FCM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
98.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
03/05/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
1.00 |
| Time value: |
0.02 |
| Break-even: |
87.80 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
4.08% |
| Delta: |
-0.89 |
| Theta: |
-0.03 |
| Omega: |
-7.68 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.910 |
| High: |
0.930 |
| Low: |
0.900 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.90% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.860 |
| 1M High / 1M Low: |
1.130 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
