BVT Put 360 MCO 20.09.2024
/ DE000VM7NWY0
BVT Put 360 MCO 20.09.2024/ DE000VM7NWY0 /
| 22/05/2024 16:48:07 |
Chg.-0.030 |
Bid18:59:34 |
Ask18:59:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-3.95% |
0.740
Bid Size: 16,000 |
0.780
Ask Size: 16,000 |
Moodys Corp |
360.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VM7NWY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-2.05 |
| Time value: |
0.81 |
| Break-even: |
351.90 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
5.19% |
| Delta: |
-0.27 |
| Theta: |
-0.05 |
| Omega: |
-12.61 |
| Rho: |
-0.37 |
Quote data
| Open: |
0.760 |
| High: |
0.790 |
| Low: |
0.730 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.88% |
| 1 Month |
|
|
-62.76% |
| 3 Months |
|
|
-63.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.700 |
| 1M High / 1M Low: |
2.170 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
