BVT Put 360 MCO 21.06.2024
/ DE000VM578C1
BVT Put 360 MCO 21.06.2024/ DE000VM578C1 /
| 2024-05-09 8:38:33 AM |
Chg.-0.060 |
Bid9:12:08 PM |
Ask9:12:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-14.29% |
0.250
Bid Size: 17,000 |
0.290
Ask Size: 17,000 |
Moodys Corp |
360.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VM578C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-94.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
-0.84 |
| Time value: |
0.39 |
| Break-even: |
356.10 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.04 |
| Spread %: |
11.43% |
| Delta: |
-0.30 |
| Theta: |
-0.07 |
| Omega: |
-28.06 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.67% |
| 1 Month |
|
|
-57.65% |
| 3 Months |
|
|
-72.93% |
| YTD |
|
|
-72.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.420 |
| 1M High / 1M Low: |
1.430 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-05 |
1.920 |
| Low (YTD): |
2024-05-08 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
