BVT Put 43 CMCSA 21.06.2024
/ DE000VM3TGW3
BVT Put 43 CMCSA 21.06.2024/ DE000VM3TGW3 /
| 2024-06-05 1:53:30 PM |
Chg.0.000 |
Bid4:36:54 PM |
Ask4:36:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
0.00% |
0.330
Bid Size: 175,000 |
0.340
Ask Size: 175,000 |
Comcast Corporation |
43.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TGW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
43.00 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: |
-11.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.32 |
| Time value: |
0.01 |
| Break-even: |
36.22 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
-0.85 |
| Theta: |
-0.02 |
| Omega: |
-9.39 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.310 |
| High: |
0.320 |
| Low: |
0.310 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.43% |
| 1 Month |
|
|
-21.95% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+59.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.310 |
| 1M High / 1M Low: |
0.460 |
0.310 |
| 6M High / 6M Low: |
0.470 |
0.093 |
| High (YTD): |
2024-04-25 |
0.470 |
| Low (YTD): |
2024-01-30 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.98% |
| Volatility 6M: |
|
208.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
