BVT Put 88 MDT 20.09.2024
/ DE000VM78CJ9
BVT Put 88 MDT 20.09.2024/ DE000VM78CJ9 /
| 2024-06-10 8:37:57 AM |
Chg.-0.100 |
Bid11:24:33 AM |
Ask11:24:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-16.39% |
0.510
Bid Size: 23,000 |
0.530
Ask Size: 23,000 |
Medtronic PLC |
88.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM78CJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
88.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.36 |
| Time value: |
0.15 |
| Break-even: |
76.54 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-9.23 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-19.05% |
| 3 Months |
|
|
-7.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.540 |
| 1M High / 1M Low: |
0.760 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
