BVT Put 250 MTX 17.05.2024
/ DE000VD228T8
BVT Put 250 MTX 17.05.2024/ DE000VD228T8 /
| 2024-05-08 12:09:28 PM |
Chg.-0.34 |
Bid12:13:56 PM |
Ask12:13:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
-15.18% |
1.91
Bid Size: 9,000 |
1.93
Ask Size: 9,000 |
MTU AERO ENGINES NA ... |
250.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD228T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.27 |
| Parity: |
2.08 |
| Time value: |
0.53 |
| Break-even: |
223.90 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.37 |
| Spread %: |
16.52% |
| Delta: |
-0.71 |
| Theta: |
-0.60 |
| Omega: |
-6.20 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
1.88 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.60% |
| 1 Month |
|
|
-30.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.24 |
| 1M High / 1M Low: |
3.99 |
2.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
