BVT Put 41 CMCSA 21.06.2024
/ DE000VM3THG4
BVT Put 41 CMCSA 21.06.2024/ DE000VM3THG4 /
| 2024-06-04 8:04:40 PM |
Chg.-0.001 |
Bid8:03:45 AM |
Ask8:03:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.147EUR |
-0.68% |
0.141
Bid Size: 11,000 |
0.158
Ask Size: 11,000 |
Comcast Corporation |
41.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3THG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
41.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.13 |
| Time value: |
0.03 |
| Break-even: |
35.98 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
6.62% |
| Delta: |
-0.71 |
| Theta: |
-0.02 |
| Omega: |
-15.97 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.147 |
| Previous Close: |
0.148 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.50% |
| 1 Month |
|
|
-38.75% |
| 3 Months |
|
|
-6.37% |
| YTD |
|
|
+0.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.147 |
| 1M High / 1M Low: |
0.280 |
0.147 |
| 6M High / 6M Low: |
0.310 |
0.060 |
| High (YTD): |
2024-04-25 |
0.310 |
| Low (YTD): |
2024-01-30 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.07% |
| Volatility 6M: |
|
250.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
