BVT Put 115 COP 21.06.2024
/ DE000VM0AAM3
BVT Put 115 COP 21.06.2024/ DE000VM0AAM3 /
| 2024-05-31 8:12:37 AM |
Chg.+0.087 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+40.85% |
-
Bid Size: - |
-
Ask Size: - |
ConocoPhillips |
115.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM0AAM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ConocoPhillips |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-66.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-0.14 |
| Time value: |
0.16 |
| Break-even: |
104.40 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
6.62% |
| Delta: |
-0.38 |
| Theta: |
-0.05 |
| Omega: |
-25.49 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.213 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+104.08% |
| 1 Month |
|
|
+104.08% |
| 3 Months |
|
|
-52.38% |
| YTD |
|
|
-58.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.103 |
| 1M High / 1M Low: |
0.300 |
0.058 |
| 6M High / 6M Low: |
1.170 |
0.058 |
| High (YTD): |
2024-01-18 |
1.170 |
| Low (YTD): |
2024-05-20 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.177 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.523 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
471.99% |
| Volatility 6M: |
|
269.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
