BVT Put 72 SCHW 21.06.2024
/ DE000VM672F5
BVT Put 72 SCHW 21.06.2024/ DE000VM672F5 /
| 2024-06-05 8:13:20 AM |
Chg.-0.004 |
Bid12:06:36 PM |
Ask12:06:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-2.99% |
0.133
Bid Size: 16,000 |
0.153
Ask Size: 16,000 |
Charles Schwab Corpo... |
72.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM672F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 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: |
-44.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
0.00 |
| Time value: |
0.15 |
| Break-even: |
64.69 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
7.25% |
| Delta: |
-0.48 |
| Theta: |
-0.04 |
| Omega: |
-21.38 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.134 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.23% |
| 1 Month |
|
|
+4.84% |
| 3 Months |
|
|
-78.33% |
| YTD |
|
|
-78.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.100 |
| 1M High / 1M Low: |
0.270 |
0.028 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-07 |
1.010 |
| Low (YTD): |
2024-05-22 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.179 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
884.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
