BVT Put 440 BRK.B 17.05.2024
/ DE000VD001F8
BVT Put 440 BRK.B 17.05.2024/ DE000VD001F8 /
| 2024-05-16 8:25:15 AM |
Chg.-0.25 |
Bid11:39:18 AM |
Ask11:39:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
-8.99% |
2.53
Bid Size: 3,000 |
2.69
Ask Size: 3,000 |
Berkshire Hathaway I... |
440.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
VD001F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Berkshire Hathaway Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.11 |
| Parity: |
2.50 |
| Time value: |
0.03 |
| Break-even: |
378.80 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
-0.95 |
| Theta: |
-0.76 |
| Omega: |
-14.19 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-34.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
2.62 |
| 1M High / 1M Low: |
4.08 |
2.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
