BVT Put 65 SCHW 20.09.2024
/ DE000VD0LC40
BVT Put 65 SCHW 20.09.2024/ DE000VD0LC40 /
| 04/06/2024 08:18:34 |
Chg.+0.018 |
Bid22:00:09 |
Ask22:00:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.142EUR |
+14.52% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
65.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VD0LC4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-43.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.26 |
| Parity: |
-0.14 |
| Time value: |
0.15 |
| Break-even: |
63.48 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
7.04% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-15.25 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.142 |
| High: |
0.142 |
| Low: |
0.142 |
| Previous Close: |
0.124 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.32% |
| 1 Month |
|
|
+5.97% |
| 3 Months |
|
|
-64.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.191 |
0.124 |
| 1M High / 1M Low: |
0.191 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
