BVT Put 44 CMCSA 21.06.2024
/ DE000VM3THH2
BVT Put 44 CMCSA 21.06.2024/ DE000VM3THH2 /
| 2024-06-18 8:48:13 AM |
Chg.+0.010 |
Bid9:55:02 AM |
Ask9:55:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+1.67% |
0.600
Bid Size: 19,000 |
0.640
Ask Size: 19,000 |
Comcast Corporation |
44.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3THH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 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: |
-5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.20 |
| Parity: |
0.62 |
| Time value: |
0.01 |
| Break-even: |
34.67 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
-0.94 |
| Theta: |
-0.06 |
| Omega: |
-5.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.49% |
| 1 Month |
|
|
+41.86% |
| 3 Months |
|
|
+154.17% |
| YTD |
|
|
+154.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.490 |
| 1M High / 1M Low: |
0.600 |
0.380 |
| 6M High / 6M Low: |
0.600 |
0.109 |
| High (YTD): |
2024-06-17 |
0.600 |
| Low (YTD): |
2024-02-02 |
0.109 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.67% |
| Volatility 6M: |
|
201.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
