BVT Put 180 ZTS 21.06.2024
/ DE000VM571L7
BVT Put 180 ZTS 21.06.2024/ DE000VM571L7 /
| 6/7/2024 8:38:56 AM |
Chg.-0.110 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-18.97% |
-
Bid Size: - |
-
Ask Size: - |
Zoetis Inc |
180.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.29 |
| Time value: |
0.20 |
| Break-even: |
161.74 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
-0.61 |
| Theta: |
-0.12 |
| Omega: |
-20.41 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.48% |
| 1 Month |
|
|
-61.79% |
| 3 Months |
|
|
-41.98% |
| YTD |
|
|
-34.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.470 |
| 1M High / 1M Low: |
1.510 |
0.470 |
| 6M High / 6M Low: |
3.250 |
0.360 |
| High (YTD): |
4/23/2024 |
3.250 |
| Low (YTD): |
2/29/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.075 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.85% |
| Volatility 6M: |
|
218.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
