BVT Put 58 CSCO 21.06.2024
/ DE000VM1YZH8
BVT Put 58 CSCO 21.06.2024/ DE000VM1YZH8 /
| 2024-05-22 8:02:47 PM |
Chg.-0.060 |
Bid9:36:50 AM |
Ask9:36:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-5.83% |
0.980
Bid Size: 58,000 |
1.000
Ask Size: 58,000 |
Cisco Systems Inc |
58.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM1YZH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
58.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.17 |
| Parity: |
1.02 |
| Time value: |
0.02 |
| Break-even: |
43.04 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
-0.88 |
| Theta: |
-0.02 |
| Omega: |
-3.67 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
0.970 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.78% |
| 1 Month |
|
|
+5.43% |
| 3 Months |
|
|
+14.12% |
| YTD |
|
|
+31.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.900 |
| 1M High / 1M Low: |
1.060 |
0.800 |
| 6M High / 6M Low: |
1.060 |
0.580 |
| High (YTD): |
2024-05-02 |
1.060 |
| Low (YTD): |
2024-01-30 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.837 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.51% |
| Volatility 6M: |
|
80.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
