BVT Put 320 SHW 21.06.2024
/ DE000VM67254
BVT Put 320 SHW 21.06.2024/ DE000VM67254 /
| 2024-06-06 8:12:45 AM |
Chg.-0.14 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-10.22% |
-
Bid Size: - |
-
Ask Size: - |
Sherwin Williams |
320.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM6725 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Sherwin Williams |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
1.08 |
| Time value: |
0.17 |
| Break-even: |
281.78 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
-0.75 |
| Theta: |
-0.13 |
| Omega: |
-17.01 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.75% |
| 1 Month |
|
|
-8.89% |
| 3 Months |
|
|
+2.50% |
| YTD |
|
|
-47.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
1.37 |
| 1M High / 1M Low: |
2.31 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-04 |
3.08 |
| Low (YTD): |
2024-03-28 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
