BVT Put 480 NOC 21.06.2024
/ DE000VM57Z77
BVT Put 480 NOC 21.06.2024/ DE000VM57Z77 /
| 2024-06-20 8:04:28 PM |
Chg.-0.090 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-17.31% |
-
Bid Size: - |
-
Ask Size: - |
Northrop Grumman Cor... |
480.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM57Z7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
2.37 |
| Historic volatility: |
0.19 |
| Parity: |
0.50 |
| Time value: |
0.05 |
| Break-even: |
391.63 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
66.28 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
-0.82 |
| Theta: |
-6.48 |
| Omega: |
-5.88 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.430 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.21% |
| 1 Month |
|
|
+267.52% |
| 3 Months |
|
|
+111.82% |
| YTD |
|
|
+53.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.430 |
| 1M High / 1M Low: |
0.560 |
0.117 |
| 6M High / 6M Low: |
0.560 |
0.086 |
| High (YTD): |
2024-06-14 |
0.560 |
| Low (YTD): |
2024-04-30 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.18% |
| Volatility 6M: |
|
232.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
