BVT Put 40 CMCSA 21.06.2024
/ DE000VM3THF6
BVT Put 40 CMCSA 21.06.2024/ DE000VM3THF6 /
| 2024-06-18 8:48:10 AM |
Chg.+0.004 |
Bid9:15:20 PM |
Ask9:15:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.235EUR |
+1.73% |
0.290
Bid Size: 182,000 |
0.300
Ask Size: 182,000 |
Comcast Corporation |
40.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3THF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.20 |
| Parity: |
0.25 |
| Time value: |
0.01 |
| Break-even: |
34.64 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.89 |
| Theta: |
-0.06 |
| Omega: |
-11.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.235 |
| High: |
0.235 |
| Low: |
0.235 |
| Previous Close: |
0.231 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.51% |
| 1 Month |
|
|
+111.71% |
| 3 Months |
|
|
+142.27% |
| YTD |
|
|
+89.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.232 |
0.126 |
| 1M High / 1M Low: |
0.232 |
0.073 |
| 6M High / 6M Low: |
0.240 |
0.047 |
| High (YTD): |
2024-04-26 |
0.240 |
| Low (YTD): |
2024-02-02 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.189 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.96% |
| Volatility 6M: |
|
286.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
