BVT Put 260 BA 20.09.2024
/ DE000VM7SF77
BVT Put 260 BA 20.09.2024/ DE000VM7SF77 /
| 2024-05-31 8:23:34 AM |
Chg.-0.07 |
Bid12:19:12 PM |
Ask12:19:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.09EUR |
-0.86% |
8.00
Bid Size: 9,000 |
8.11
Ask Size: 9,000 |
Boeing Co |
260.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7SF7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 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: |
-1.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.06 |
| Intrinsic value: |
8.06 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.28 |
| Parity: |
8.06 |
| Time value: |
0.00 |
| Break-even: |
159.44 |
| Moneyness: |
1.51 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
-0.87 |
| Theta: |
-0.02 |
| Omega: |
-1.72 |
| Rho: |
-0.67 |
Quote data
| Open: |
8.09 |
| High: |
8.09 |
| Low: |
8.09 |
| Previous Close: |
8.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.75% |
| 1 Month |
|
|
-0.12% |
| 3 Months |
|
|
+56.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.16 |
7.77 |
| 1M High / 1M Low: |
8.19 |
6.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
