BVT Put 32 MOS 21.06.2024
/ DE000VM3M0B6
BVT Put 32 MOS 21.06.2024/ DE000VM3M0B6 /
| 20/06/2024 20:05:15 |
Chg.-0.080 |
Bid21:55:09 |
Ask21:55:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-17.39% |
-
Bid Size: - |
-
Ask Size: - |
Mosaic Company |
32.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VM3M0B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mosaic Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
3.20 |
| Historic volatility: |
0.29 |
| Parity: |
0.45 |
| Time value: |
0.04 |
| Break-even: |
24.88 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
6.52% |
| Delta: |
-0.81 |
| Theta: |
-0.56 |
| Omega: |
-4.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.450 |
| High: |
0.460 |
| Low: |
0.380 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.32% |
| 1 Month |
|
|
+126.19% |
| 3 Months |
|
|
+103.21% |
| YTD |
|
|
+106.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.410 |
| 1M High / 1M Low: |
0.470 |
0.102 |
| 6M High / 6M Low: |
0.470 |
0.102 |
| High (YTD): |
17/06/2024 |
0.470 |
| Low (YTD): |
22/05/2024 |
0.102 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.255 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.25% |
| Volatility 6M: |
|
233.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
