BVT Put 180 ZTS 21.06.2024
/ DE000VM571L7
BVT Put 180 ZTS 21.06.2024/ DE000VM571L7 /
| 2024-06-18 8:38:11 AM |
Chg.-0.14 |
Bid12:31:57 PM |
Ask12:31:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.88EUR |
-13.73% |
0.91
Bid Size: 6,000 |
1.01
Ask Size: 6,000 |
Zoetis Inc |
180.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM571L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.24 |
| Parity: |
0.85 |
| Time value: |
0.06 |
| Break-even: |
158.50 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
-0.84 |
| Theta: |
-0.32 |
| Omega: |
-14.66 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.88 |
| High: |
0.88 |
| Low: |
0.88 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+158.82% |
| 1 Month |
|
|
+8.64% |
| 3 Months |
|
|
-29.60% |
| YTD |
|
|
+22.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.33 |
| 1M High / 1M Low: |
1.08 |
0.33 |
| 6M High / 6M Low: |
3.25 |
0.33 |
| High (YTD): |
2024-04-23 |
3.25 |
| Low (YTD): |
2024-06-12 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.60% |
| Volatility 6M: |
|
260.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
