BVT Put 400 MCO 20.09.2024
/ DE000VM7NWX2
BVT Put 400 MCO 20.09.2024/ DE000VM7NWX2 /
| 03/06/2024 19:54:08 |
Chg.-0.130 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
-5.75% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-16.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.42 |
| Intrinsic value: |
3.42 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
3.42 |
| Time value: |
-1.22 |
| Break-even: |
378.00 |
| Moneyness: |
1.09 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.85% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.170 |
| High: |
2.180 |
| Low: |
2.130 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.34% |
| 1 Month |
|
|
-32.17% |
| 3 Months |
|
|
-38.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.260 |
1.770 |
| 1M High / 1M Low: |
3.140 |
1.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
