BVT Put 220 BA 20.09.2024
/ DE000VM7SFU2
BVT Put 220 BA 20.09.2024/ DE000VM7SFU2 /
| 2024-05-31 8:23:34 AM |
Chg.-0.07 |
Bid1:35:28 PM |
Ask1:35:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.39EUR |
-1.57% |
4.30
Bid Size: 14,000 |
4.37
Ask Size: 14,000 |
Boeing Co |
220.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7SFU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.36 |
| Intrinsic value: |
4.36 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
4.36 |
| Time value: |
0.01 |
| Break-even: |
159.41 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
-0.85 |
| Theta: |
-0.02 |
| Omega: |
-3.09 |
| Rho: |
-0.55 |
Quote data
| Open: |
4.39 |
| High: |
4.39 |
| Low: |
4.39 |
| Previous Close: |
4.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.92% |
| 1 Month |
|
|
+0.23% |
| 3 Months |
|
|
+93.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.46 |
4.12 |
| 1M High / 1M Low: |
4.47 |
3.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
