BVT Put 175 BA 21.06.2024
/ DE000VM2VMD9
BVT Put 175 BA 21.06.2024/ DE000VM2VMD9 /
| 2024-05-31 8:24:37 AM |
Chg.-0.050 |
Bid11:02:47 AM |
Ask11:02:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-7.69% |
0.580
Bid Size: 15,000 |
0.640
Ask Size: 15,000 |
Boeing Co |
175.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM2VMD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
0.21 |
| Time value: |
0.39 |
| Break-even: |
155.57 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
3.45% |
| Delta: |
-0.54 |
| Theta: |
-0.11 |
| Omega: |
-14.30 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-17.81% |
| 3 Months |
|
|
+87.50% |
| YTD |
|
|
+426.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.500 |
| 1M High / 1M Low: |
0.780 |
0.184 |
| 6M High / 6M Low: |
1.280 |
0.109 |
| High (YTD): |
2024-04-25 |
1.280 |
| Low (YTD): |
2024-01-02 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
874.86% |
| Volatility 6M: |
|
439.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
