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 |
Bid7:42:19 PM |
Ask7:42:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.90EUR |
-20.35% |
0.60 Bid Size: 16,000 |
0.64 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: |
|
- |