BVT Put 150 ROST 21.06.2024
/ DE000VM94EF0
BVT Put 150 ROST 21.06.2024/ DE000VM94EF0 /
| 2024-06-10 8:03:57 PM |
Chg.-0.020 |
Bid8:00:36 AM |
Ask8:00:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-3.64% |
0.550
Bid Size: 700 |
0.580
Ask Size: 700 |
Ross Stores Inc |
150.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM94EF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.53 |
| Time value: |
0.06 |
| Break-even: |
133.26 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
-0.79 |
| Theta: |
-0.07 |
| Omega: |
-17.82 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.530 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.76% |
| 1 Month |
|
|
-66.24% |
| 3 Months |
|
|
-32.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.530 |
| 1M High / 1M Low: |
1.750 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
