BVT Put 46 CMCSA 21.06.2024
/ DE000VM87PR5
BVT Put 46 CMCSA 21.06.2024/ DE000VM87PR5 /
| 6/19/2024 8:58:42 AM |
Chg.+0.080 |
Bid4:23:52 PM |
Ask4:23:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+10.13% |
0.860
Bid Size: 19,000 |
0.880
Ask Size: 19,000 |
Comcast Corporation |
46.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM87PR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
1/29/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
1.90 |
| Historic volatility: |
0.20 |
| Parity: |
0.85 |
| Time value: |
0.01 |
| Break-even: |
34.24 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
-0.93 |
| Theta: |
-0.15 |
| Omega: |
-3.73 |
| Rho: |
0.00 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.54% |
| 1 Month |
|
|
+42.62% |
| 3 Months |
|
|
+141.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.710 |
| 1M High / 1M Low: |
0.790 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
