BVT Put 380 MCO 20.09.2024
/ DE000VM7NW14
BVT Put 380 MCO 20.09.2024/ DE000VM7NW14 /
| 28/05/2024 19:55:19 |
Chg.+0.100 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+8.13% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
380.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VM7NW1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.20 |
| Time value: |
1.07 |
| Break-even: |
367.30 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
3.25% |
| Delta: |
-0.45 |
| Theta: |
-0.04 |
| Omega: |
-13.47 |
| Rho: |
-0.58 |
Quote data
| Open: |
1.220 |
| High: |
1.330 |
| Low: |
1.220 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
-49.62% |
| 3 Months |
|
|
-48.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
1.120 |
| 1M High / 1M Low: |
2.910 |
1.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
