BVT Put 46 CMCSA 21.06.2024
/ DE000VM87PR5
BVT Put 46 CMCSA 21.06.2024/ DE000VM87PR5 /
| 2024-05-22 8:59:19 AM |
Chg.-0.010 |
Bid7:49:15 PM |
Ask7:49:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-1.59% |
0.640
Bid Size: 171,000 |
0.650
Ask Size: 171,000 |
Comcast Corporation |
46.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM87PR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
0.63 |
| Time value: |
0.00 |
| Break-even: |
36.08 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
-0.90 |
| Theta: |
-0.01 |
| Omega: |
-5.19 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
+19.23% |
| 3 Months |
|
|
+47.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.580 |
| 1M High / 1M Low: |
0.780 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
