BVT Put 200 CMC 20.09.2024
/ DE000VD2RZQ2
BVT Put 200 CMC 20.09.2024/ DE000VD2RZQ2 /
| 14/06/2024 16:54:35 |
Chg.+0.040 |
Bid17:58:40 |
Ask17:58:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+4.00% |
0.990
Bid Size: 40,000 |
1.000
Ask Size: 40,000 |
JPMORGAN CHASE ... |
200.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VD2RZQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
1.96 |
| Time value: |
-0.94 |
| Break-even: |
189.80 |
| Moneyness: |
1.11 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.080 |
| High: |
1.110 |
| Low: |
1.040 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.94% |
| 1 Month |
|
|
+38.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.680 |
| 1M High / 1M Low: |
1.030 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.767 |
| Avg. volume 1M: |
|
217.391 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
