BVT Put 41 CMCSA 21.06.2024
/ DE000VM3THG4
BVT Put 41 CMCSA 21.06.2024/ DE000VM3THG4 /
| 2024-05-15 8:48:43 AM |
Chg.-0.002 |
Bid8:58:21 PM |
Ask8:58:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.155EUR |
-1.27% |
0.188
Bid Size: 250,000 |
0.198
Ask Size: 250,000 |
Comcast Corporation |
41.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3THG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
41.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
0.12 |
| Time value: |
0.05 |
| Break-even: |
36.25 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
6.41% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-14.22 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.155 |
| High: |
0.155 |
| Low: |
0.155 |
| Previous Close: |
0.157 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.00% |
| 1 Month |
|
|
-32.61% |
| 3 Months |
|
|
-8.28% |
| YTD |
|
|
+5.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.157 |
| 1M High / 1M Low: |
0.320 |
0.155 |
| 6M High / 6M Low: |
0.320 |
0.058 |
| High (YTD): |
2024-04-26 |
0.320 |
| Low (YTD): |
2024-02-02 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
425.10% |
| Volatility 6M: |
|
249.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
