BVT Put 84 MDT 21.06.2024
/ DE000VM676A7
BVT Put 84 MDT 21.06.2024/ DE000VM676A7 /
| 2024-06-07 7:46:19 PM |
Chg.-0.093 |
Bid8:30:55 PM |
Ask8:30:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.098EUR |
-48.69% |
0.109
Bid Size: 111,000 |
0.119
Ask Size: 111,000 |
Medtronic PLC |
84.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM676A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
84.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-38.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.15 |
| Time value: |
0.04 |
| Break-even: |
75.15 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
5.35% |
| Delta: |
-0.69 |
| Theta: |
-0.03 |
| Omega: |
-26.32 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.087 |
| Previous Close: |
0.191 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.39% |
| 1 Month |
|
|
-69.38% |
| 3 Months |
|
|
-60.80% |
| YTD |
|
|
-77.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.163 |
| 1M High / 1M Low: |
0.330 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-18 |
0.550 |
| Low (YTD): |
2024-05-22 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.217 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
369.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
