BVT Put 175 CMC 21.06.2024
/ DE000VM87M35
BVT Put 175 CMC 21.06.2024/ DE000VM87M35 /
| 17/05/2024 19:52:03 |
Chg.-0.001 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
175.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
VM87M3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
29/01/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-753.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
-1.34 |
| Time value: |
0.03 |
| Break-even: |
174.75 |
| Moneyness: |
0.93 |
| Premium: |
0.07 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.01 |
| Spread %: |
66.67% |
| Delta: |
-0.06 |
| Theta: |
-0.02 |
| Omega: |
-45.06 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.017 |
| High: |
0.017 |
| Low: |
0.016 |
| Previous Close: |
0.017 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.74% |
| 1 Month |
|
|
-92.38% |
| 3 Months |
|
|
-96.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.016 |
| 1M High / 1M Low: |
0.210 |
0.016 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
