BVT Put 110 ROST 20.09.2024
/ DE000VM3MNM5
BVT Put 110 ROST 20.09.2024/ DE000VM3MNM5 /
| 6/18/2024 7:53:30 PM |
Chg.-0.004 |
Bid9:10:21 AM |
Ask9:10:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.017EUR |
-19.05% |
0.021
Bid Size: 19,000 |
0.031
Ask Size: 19,000 |
Ross Stores Inc |
110.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM3MNM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-500.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
-3.76 |
| Time value: |
0.03 |
| Break-even: |
102.14 |
| Moneyness: |
0.73 |
| Premium: |
0.27 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.01 |
| Spread %: |
55.56% |
| Delta: |
-0.03 |
| Theta: |
-0.01 |
| Omega: |
-13.90 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.016 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-89.10% |
| 3 Months |
|
|
-80.23% |
| YTD |
|
|
-92.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.023 |
0.017 |
| 1M High / 1M Low: |
0.178 |
0.017 |
| 6M High / 6M Low: |
0.270 |
0.017 |
| High (YTD): |
1/8/2024 |
0.270 |
| Low (YTD): |
6/18/2024 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.149 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.69% |
| Volatility 6M: |
|
170.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
