BVT Put 240 MTX 17.05.2024
/ DE000VD1J2W4
BVT Put 240 MTX 17.05.2024/ DE000VD1J2W4 /
| 2024-05-08 10:14:59 AM |
Chg.-0.390 |
Bid12:35:20 PM |
Ask12:35:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-30.47% |
0.990
Bid Size: 10,000 |
1.010
Ask Size: 10,000 |
MTU AERO ENGINES NA ... |
240.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD1J2W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.27 |
| Parity: |
1.08 |
| Time value: |
0.55 |
| Break-even: |
223.70 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.34 |
| Spread %: |
26.36% |
| Delta: |
-0.64 |
| Theta: |
-0.50 |
| Omega: |
-9.01 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.72% |
| 1 Month |
|
|
-54.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.280 |
| 1M High / 1M Low: |
3.030 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.625 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
