BVT Put 340 MCO 21.06.2024
/ DE000VM57677
BVT Put 340 MCO 21.06.2024/ DE000VM57677 /
| 5/16/2024 8:38:21 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
340.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
VM5767 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
5/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-330.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
-3.34 |
| Time value: |
0.11 |
| Break-even: |
338.87 |
| Moneyness: |
0.91 |
| Premium: |
0.09 |
| Premium p.a.: |
24.15 |
| Spread abs.: |
0.06 |
| Spread %: |
130.61% |
| Delta: |
-0.09 |
| Theta: |
-0.21 |
| Omega: |
-29.21 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.049 |
| High: |
0.049 |
| Low: |
0.049 |
| Previous Close: |
0.106 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-33.78% |
| 3 Months |
|
|
-94.24% |
| YTD |
|
|
-94.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.121 |
0.049 |
| 6M High / 6M Low: |
1.390 |
0.049 |
| High (YTD): |
1/5/2024 |
1.390 |
| Low (YTD): |
5/16/2024 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.807 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
594.77% |
| Volatility 6M: |
|
257.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
