BVT Put 400 MCO 21.06.2024
/ DE000VM69M52
BVT Put 400 MCO 21.06.2024/ DE000VM69M52 /
| 06/06/2024 17:01:19 |
Chg.-0.070 |
Bid18:40:29 |
Ask18:40:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-12.07% |
0.540
Bid Size: 17,000 |
0.580
Ask Size: 17,000 |
Moodys Corp |
400.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
VM69M5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
20/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-65.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
2.29 |
| Time value: |
-1.71 |
| Break-even: |
394.20 |
| Moneyness: |
1.06 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.68 |
| Spread abs.: |
0.04 |
| Spread %: |
7.41% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.510 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.49% |
| 1 Month |
|
|
-73.58% |
| 3 Months |
|
|
-81.39% |
| YTD |
|
|
-79.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.580 |
| 1M High / 1M Low: |
1.930 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
14/02/2024 |
3.870 |
| Low (YTD): |
21/05/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
