BVT Put 41 CMCSA 21.06.2024
/ DE000VM3THG4
BVT Put 41 CMCSA 21.06.2024/ DE000VM3THG4 /
| 03/06/2024 08:46:16 |
Chg.-0.091 |
Bid17:42:00 |
Ask17:42:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.129EUR |
-41.36% |
0.162
Bid Size: 250,000 |
0.172
Ask Size: 250,000 |
Comcast Corporation |
41.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.09 |
| Time value: |
0.04 |
| Break-even: |
36.45 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
8.13% |
| Delta: |
-0.64 |
| Theta: |
-0.02 |
| Omega: |
-17.72 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.129 |
| High: |
0.129 |
| Low: |
0.129 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.75% |
| 1 Month |
|
|
-50.38% |
| 3 Months |
|
|
+0.78% |
| YTD |
|
|
-12.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.189 |
| 1M High / 1M Low: |
0.290 |
0.155 |
| 6M High / 6M Low: |
0.320 |
0.058 |
| High (YTD): |
26/04/2024 |
0.320 |
| Low (YTD): |
02/02/2024 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.229 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.46% |
| Volatility 6M: |
|
256.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
