BVT Put 130 ROST 20.09.2024
/ DE000VM7NLF2
BVT Put 130 ROST 20.09.2024/ DE000VM7NLF2 /
| 2024-06-19 10:13:54 AM |
Chg.+0.007 |
Bid12:08:21 PM |
Ask12:08:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.105EUR |
+7.14% |
0.105
Bid Size: 19,000 |
0.115
Ask Size: 19,000 |
Ross Stores Inc |
130.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7NLF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-121.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-1.74 |
| Time value: |
0.11 |
| Break-even: |
119.92 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
9.62% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-14.73 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.105 |
| High: |
0.105 |
| Low: |
0.105 |
| Previous Close: |
0.098 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.85% |
| 1 Month |
|
|
-81.90% |
| 3 Months |
|
|
-67.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.131 |
0.098 |
| 1M High / 1M Low: |
0.630 |
0.098 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
