BVT Put 220 STZ 20.09.2024
/ DE000VM7N8K5
BVT Put 220 STZ 20.09.2024/ DE000VM7N8K5 /
| 17/05/2024 10:20:54 |
Chg.-0.002 |
Bid10:41:08 |
Ask10:41:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.157EUR |
-1.26% |
0.159
Bid Size: 10,000 |
0.183
Ask Size: 10,000 |
Constellation Brands... |
220.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VM7N8K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-135.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.16 |
| Parity: |
-1.50 |
| Time value: |
0.17 |
| Break-even: |
218.27 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
16.11% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-21.88 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.157 |
| High: |
0.157 |
| Low: |
0.157 |
| Previous Close: |
0.159 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.96% |
| 1 Month |
|
|
-31.74% |
| 3 Months |
|
|
-70.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.172 |
0.104 |
| 1M High / 1M Low: |
0.230 |
0.104 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.143 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
