BVT Put 108 BMW 17.05.2024
/ DE000VD1P7Y1
BVT Put 108 BMW 17.05.2024/ DE000VD1P7Y1 /
| 2024-05-16 8:58:15 AM |
Chg.+0.160 |
Bid9:34:08 AM |
Ask9:34:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+18.60% |
1.100
Bid Size: 54,000 |
-
Ask Size: - |
BAY.MOTOREN WERKE AG... |
108.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD1P7Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
108.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
4.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.51 |
| Time value: |
0.70 |
| Break-even: |
95.90 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
-0.54 |
| Theta: |
-4.53 |
| Omega: |
-4.61 |
| Rho: |
0.00 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+64.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.860 |
| 1M High / 1M Low: |
1.190 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.841 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
