BVT Put 68 SCHW 21.06.2024
/ DE000VM67221
BVT Put 68 SCHW 21.06.2024/ DE000VM67221 /
| 6/5/2024 8:13:18 AM |
Chg.-0.004 |
Bid9:58:52 AM |
Ask9:58:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-9.76% |
0.038
Bid Size: 16,000 |
0.048
Ask Size: 16,000 |
Charles Schwab Corpo... |
68.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
12/19/2023 |
| Last trading day: |
6/21/2024 |
| 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: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.75% |
| 1 Month |
|
|
-33.93% |
| 3 Months |
|
|
-90.26% |
| 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): |
2/7/2024 |
0.720 |
| Low (YTD): |
5/22/2024 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| 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: |
|
1,162.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
