BVT Put 220 WM 21.06.2024
/ DE000VD161B9
BVT Put 220 WM 21.06.2024/ DE000VD161B9 /
| 2024-06-05 4:54:21 PM |
Chg.+0.050 |
Bid6:55:34 PM |
Ask6:55:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
+3.13% |
1.590
Bid Size: 17,000 |
1.600
Ask Size: 17,000 |
Waste Management |
220.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VD161B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.14 |
| Parity: |
1.50 |
| Time value: |
0.07 |
| Break-even: |
186.47 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
-0.85 |
| Theta: |
-0.08 |
| Omega: |
-10.14 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.500 |
| High: |
1.650 |
| Low: |
1.480 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.24% |
| 1 Month |
|
|
+41.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.910 |
1.240 |
| 1M High / 1M Low: |
1.910 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
