BVT Put 40 CMCSA 20.09.2024
/ DE000VM7N149
BVT Put 40 CMCSA 20.09.2024/ DE000VM7N149 /
| 2024-06-14 9:46:31 PM |
Chg.+0.020 |
Bid9:50:05 PM |
Ask9:50:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+6.90% |
-
Bid Size: - |
-
Ask Size: - |
Comcast Corporation |
40.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7N14 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.24 |
| Time value: |
0.08 |
| Break-even: |
34.17 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-6.88 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.300 |
| High: |
0.320 |
| Low: |
0.300 |
| Previous Close: |
0.290 |
| Turnover: |
2,790 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.19% |
| 1 Month |
|
|
+49.76% |
| 3 Months |
|
|
+89.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.228 |
| 1M High / 1M Low: |
0.310 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
1,800 |
| Avg. price 1M: |
|
0.231 |
| Avg. volume 1M: |
|
409.091 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
