BVT Put 68 SCHW 21.06.2024
/ DE000VM67221
BVT Put 68 SCHW 21.06.2024/ DE000VM67221 /
2024-06-05 8:13:18 AM |
Chg.-0.004 |
Bid10:00:08 PM |
Ask10:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.037EUR |
-9.76% |
- Bid Size: - |
- Ask Size: - |
Charles Schwab Corpo... |
68.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VM6722 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Charles Schwab Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
68.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-19 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-132.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
-0.37 |
Time value: |
0.05 |
Break-even: |
61.99 |
Moneyness: |
0.94 |
Premium: |
0.06 |
Premium p.a.: |
3.03 |
Spread abs.: |
0.01 |
Spread %: |
25.00% |
Delta: |
-0.19 |
Theta: |
-0.04 |
Omega: |
-25.20 |
Rho: |
-0.01 |
Quote data
Open: |
0.037 |
High: |
0.037 |
Low: |
0.037 |
Previous Close: |
0.041 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-61.05% |
1 Month |
|
|
-19.57% |
3 Months |
|
|
-89.72% |
YTD |
|
|
-91.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.095 |
0.029 |
1M High / 1M Low: |
0.095 |
0.008 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-07 |
0.720 |
Low (YTD): |
2024-05-22 |
0.008 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.051 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,136.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |