BVT Put 190 AP2 20.09.2024
/ DE000VM97764
BVT Put 190 AP2 20.09.2024/ DE000VM97764 /
6/14/2024 8:26:06 AM |
Chg.+0.006 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+3.09% |
- Bid Size: - |
- Ask Size: - |
APPLIED MATERIALS IN... |
190.00 - |
9/20/2024 |
Put |
Master data
WKN: |
VM9776 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
APPLIED MATERIALS INC. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
190.00 - |
Maturity: |
9/20/2024 |
Issue date: |
2/13/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-95.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.31 |
Parity: |
-3.14 |
Time value: |
0.23 |
Break-even: |
187.68 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.01 |
Spread %: |
5.45% |
Delta: |
-0.13 |
Theta: |
-0.03 |
Omega: |
-12.20 |
Rho: |
-0.08 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.194 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.72% |
1 Month |
|
|
-76.19% |
3 Months |
|
|
-85.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.194 |
1M High / 1M Low: |
0.840 |
0.194 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.271 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.466 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |