BVT Put 140 ROST 21.06.2024
/ DE000VM6XHU0
BVT Put 140 ROST 21.06.2024/ DE000VM6XHU0 /
| 2024-06-04 10:22:43 AM |
Chg.+0.004 |
Bid1:03:44 PM |
Ask1:03:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+2.27% |
0.191
Bid Size: 20,000 |
0.201
Ask Size: 20,000 |
Ross Stores Inc |
140.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM6XHU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-76.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.11 |
| Time value: |
0.17 |
| Break-even: |
126.65 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.40 |
| Theta: |
-0.06 |
| Omega: |
-30.44 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.176 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.93% |
| 1 Month |
|
|
-81.63% |
| 3 Months |
|
|
-56.10% |
| YTD |
|
|
-77.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.176 |
| 1M High / 1M Low: |
0.930 |
0.115 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-02 |
1.190 |
| Low (YTD): |
2024-05-24 |
0.115 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
583.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
