BVT Put 42 CMCSA 20.09.2024
/ DE000VM7N164
BVT Put 42 CMCSA 20.09.2024/ DE000VM7N164 /
| 2024-06-14 8:49:05 AM |
Chg.+0.030 |
Bid12:05:09 PM |
Ask12:05:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+7.14% |
0.470
Bid Size: 22,000 |
0.500
Ask Size: 22,000 |
Comcast Corporation |
42.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7N16 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.41 |
| Time value: |
0.05 |
| Break-even: |
34.52 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-5.48 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+112.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.330 |
| 1M High / 1M Low: |
0.420 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
