BVT Put 43 CMCSA 21.06.2024
/ DE000VM3TGW3
BVT Put 43 CMCSA 21.06.2024/ DE000VM3TGW3 /
| 19/06/2024 08:48:11 |
Chg.+0.080 |
Bid09:12:10 |
Ask09:12:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+15.69% |
0.590
Bid Size: 19,000 |
0.660
Ask Size: 19,000 |
Comcast Corporation |
43.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.20 |
| Parity: |
0.53 |
| Time value: |
0.01 |
| Break-even: |
34.64 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
-0.92 |
| Theta: |
-0.08 |
| Omega: |
-5.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.21% |
| 1 Month |
|
|
+73.53% |
| 3 Months |
|
|
+208.90% |
| YTD |
|
|
+187.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.430 |
| 1M High / 1M Low: |
0.510 |
0.290 |
| 6M High / 6M Low: |
0.510 |
0.088 |
| High (YTD): |
18/06/2024 |
0.510 |
| Low (YTD): |
02/02/2024 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.395 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.34% |
| Volatility 6M: |
|
215.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
