BVT Put 400 MCO 20.09.2024
/ DE000VM7NWX2
BVT Put 400 MCO 20.09.2024/ DE000VM7NWX2 /
15/05/2024 10:21:52 |
Chg.-0.200 |
Bid11:54:43 |
Ask11:54:43 |
Underlying |
Strike price |
Expiration date |
Option type |
2.010EUR |
-9.05% |
2.010 Bid Size: 5,000 |
2.110 Ask Size: 5,000 |
Moodys Corp |
400.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VM7NWX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 - |
Maturity: |
20/09/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.02 |
Intrinsic value: |
2.82 |
Implied volatility: |
- |
Historic volatility: |
0.18 |
Parity: |
2.82 |
Time value: |
-0.76 |
Break-even: |
379.40 |
Moneyness: |
1.08 |
Premium: |
-0.02 |
Premium p.a.: |
-0.06 |
Spread abs.: |
0.04 |
Spread %: |
1.98% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.010 |
High: |
2.010 |
Low: |
2.010 |
Previous Close: |
2.210 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.28% |
1 Month |
|
|
-49.37% |
3 Months |
|
|
-49.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.430 |
2.120 |
1M High / 1M Low: |
4.000 |
2.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.240 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.255 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |