BVT Put 400 NOC 20.09.2024
/ DE000VM87QE1
BVT Put 400 NOC 20.09.2024/ DE000VM87QE1 /
| 5/31/2024 8:57:55 AM |
Chg.-0.003 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
Northrop Grumman Cor... |
400.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM87QE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/29/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-79.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-0.43 |
| Time value: |
0.05 |
| Break-even: |
364.09 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
23.81% |
| Delta: |
-0.17 |
| Theta: |
-0.05 |
| Omega: |
-13.14 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.00% |
| 1 Month |
|
|
+61.54% |
| 3 Months |
|
|
-49.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.023 |
| 1M High / 1M Low: |
0.045 |
0.018 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
