BVT Put 170 ZTS 21.06.2024
/ DE000VM57Z69
BVT Put 170 ZTS 21.06.2024/ DE000VM57Z69 /
| 2024-06-03 8:37:39 AM |
Chg.-0.020 |
Bid12:39:54 PM |
Ask12:39:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-4.88% |
0.410
Bid Size: 10,000 |
0.460
Ask Size: 10,000 |
Zoetis Inc |
170.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM57Z6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.04 |
| Time value: |
0.41 |
| Break-even: |
152.14 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
-0.49 |
| Theta: |
-0.11 |
| Omega: |
-17.01 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-45.83% |
| 3 Months |
|
|
+75.68% |
| YTD |
|
|
-26.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.380 |
| 1M High / 1M Low: |
0.780 |
0.270 |
| 6M High / 6M Low: |
2.330 |
0.200 |
| High (YTD): |
2024-04-23 |
2.330 |
| Low (YTD): |
2024-02-29 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.686 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.43% |
| Volatility 6M: |
|
244.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
