BVT Put 38 CMCSA 21.06.2024
/ DE000VM3THJ8
BVT Put 38 CMCSA 21.06.2024/ DE000VM3THJ8 /
| 6/18/2024 8:48:13 AM |
Chg.0.000 |
Bid12:05:24 PM |
Ask12:05:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
0.00% |
0.062
Bid Size: 23,000 |
0.086
Ask Size: 23,000 |
Comcast Corporation |
38.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM3THJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
0.06 |
| Time value: |
0.02 |
| Break-even: |
34.53 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.01 |
| Spread %: |
13.33% |
| Delta: |
-0.70 |
| Theta: |
-0.06 |
| Omega: |
-28.58 |
| Rho: |
0.00 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+144.00% |
| 1 Month |
|
|
+56.41% |
| 3 Months |
|
|
+3.39% |
| YTD |
|
|
-29.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.025 |
| 1M High / 1M Low: |
0.078 |
0.019 |
| 6M High / 6M Low: |
0.124 |
0.019 |
| High (YTD): |
4/26/2024 |
0.124 |
| Low (YTD): |
6/3/2024 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.068 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
477.35% |
| Volatility 6M: |
|
323.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
