BVT Put 400 MCO 21.06.2024
/ DE000VM69M52
BVT Put 400 MCO 21.06.2024/ DE000VM69M52 /
| 2024-05-15 8:40:27 AM |
Chg.-0.23 |
Bid7:01:21 PM |
Ask7:01:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.90EUR |
-20.35% |
0.59
Bid Size: 16,000 |
0.63
Ask Size: 16,000 |
Moodys Corp |
400.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VM69M5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
2.82 |
| Time value: |
-1.87 |
| Break-even: |
390.50 |
| Moneyness: |
1.08 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
4.40% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.90 |
| High: |
0.90 |
| Low: |
0.90 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.25% |
| 1 Month |
|
|
-69.18% |
| 3 Months |
|
|
-76.50% |
| YTD |
|
|
-63.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
0.98 |
| 1M High / 1M Low: |
3.40 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-15 |
3.83 |
| Low (YTD): |
2024-05-10 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
