BVT Put 44 CMCSA 21.06.2024
/ DE000VM3THH2
BVT Put 44 CMCSA 21.06.2024/ DE000VM3THH2 /
| 2024-05-24 8:43:45 AM |
Chg.+0.020 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+4.26% |
-
Bid Size: - |
-
Ask Size: - |
Comcast Corporation |
44.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3THH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 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: |
-6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
0.50 |
| Time value: |
0.01 |
| Break-even: |
35.46 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
-0.89 |
| Theta: |
-0.01 |
| Omega: |
-6.21 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.95% |
| 1 Month |
|
|
-16.95% |
| 3 Months |
|
|
+53.13% |
| YTD |
|
|
+104.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.430 |
| 1M High / 1M Low: |
0.590 |
0.400 |
| 6M High / 6M Low: |
0.590 |
0.109 |
| High (YTD): |
2024-04-26 |
0.590 |
| Low (YTD): |
2024-02-02 |
0.109 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.08% |
| Volatility 6M: |
|
202.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
