BVT Put 37 CMCSA 21.06.2024
/ DE000VM26W60
BVT Put 37 CMCSA 21.06.2024/ DE000VM26W60 /
| 2024-05-24 8:59:42 AM |
Chg.+0.006 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
+28.57% |
-
Bid Size: - |
-
Ask Size: - |
Comcast Corporation |
37.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM26W6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-98.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.14 |
| Time value: |
0.04 |
| Break-even: |
33.75 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.01 |
| Spread %: |
38.46% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-24.34 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.027 |
| High: |
0.027 |
| Low: |
0.027 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.39% |
| 1 Month |
|
|
-69.32% |
| 3 Months |
|
|
-61.97% |
| YTD |
|
|
-63.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.027 |
0.019 |
| 1M High / 1M Low: |
0.088 |
0.019 |
| 6M High / 6M Low: |
0.121 |
0.019 |
| High (YTD): |
2024-02-09 |
0.089 |
| Low (YTD): |
2024-05-22 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.061 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.37% |
| Volatility 6M: |
|
286.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
