BVT Put 440 NOC 20.09.2024
/ DE000VM7NLZ0
BVT Put 440 NOC 20.09.2024/ DE000VM7NLZ0 /
| 2024-05-31 7:40:20 PM |
Chg.-0.013 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.121EUR |
-9.70% |
-
Bid Size: - |
-
Ask Size: - |
Northrop Grumman Cor... |
440.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7NLZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.10 |
| Time value: |
0.13 |
| Break-even: |
393.09 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
8.70% |
| Delta: |
-0.36 |
| Theta: |
-0.06 |
| Omega: |
-11.89 |
| Rho: |
-0.49 |
Quote data
| Open: |
0.136 |
| High: |
0.136 |
| Low: |
0.121 |
| Previous Close: |
0.134 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.25% |
| 1 Month |
|
|
+70.42% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.134 |
0.079 |
| 1M High / 1M Low: |
0.134 |
0.069 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.111 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
