BVT Put 64 SCHW 20.09.2024
/ DE000VM7PB74
BVT Put 64 SCHW 20.09.2024/ DE000VM7PB74 /
| 2024-06-21 8:47:43 AM |
Chg.+0.001 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
+1.05% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
64.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7PB7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-0.87 |
| Time value: |
0.09 |
| Break-even: |
58.95 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
13.75% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-11.61 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.095 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
+77.78% |
| 3 Months |
|
|
-57.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.104 |
0.095 |
| 1M High / 1M Low: |
0.168 |
0.054 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
