BVT Put 68 EW 20.09.2024/ DE000VM7PAK0 /
2024-05-30 2:04:12 PM | Chg.+0.002 | Bid2:19:49 PM | Ask2:19:49 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.049EUR | +4.26% | 0.048 Bid Size: 26,000 |
0.058 Ask Size: 26,000 |
Edwards Lifesciences... | 68.00 USD | 2024-09-20 | Put |
Master data
WKN: | VM7PAK |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Edwards Lifesciences Corp |
Type: | Warrant |
Option type: | Put |
Strike price: | 68.00 USD |
Maturity: | 2024-09-20 |
Issue date: | 2024-01-02 |
Last trading day: | 2024-09-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -129.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.26 |
Parity: | -1.76 |
Time value: | 0.06 |
Break-even: | 62.34 |
Moneyness: | 0.78 |
Premium: | 0.23 |
Premium p.a.: | 0.93 |
Spread abs.: | 0.01 |
Spread %: | 19.23% |
Delta: | -0.08 |
Theta: | -0.01 |
Omega: | -10.32 |
Rho: | -0.02 |
Quote data
Open: | 0.049 |
---|---|
High: | 0.049 |
Low: | 0.049 |
Previous Close: | 0.047 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +19.51% | ||
---|---|---|---|
1 Month | -48.42% | ||
3 Months | -65.49% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.047 | 0.035 |
---|---|---|
1M High / 1M Low: | 0.097 | 0.022 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.042 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.060 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 388.88% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |