BVT Put 175 CMC 21.06.2024
/ DE000VM87M35
BVT Put 175 CMC 21.06.2024/ DE000VM87M35 /
| 2024-05-02 1:51:56 PM |
Chg.-0.013 |
Bid4:23:59 PM |
Ask4:23:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-13.13% |
0.109
Bid Size: 46,000 |
0.119
Ask Size: 46,000 |
JPMORGAN CHASE ... |
175.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VM87M3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-147.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.15 |
| Parity: |
-0.40 |
| Time value: |
0.12 |
| Break-even: |
173.79 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
9.01% |
| Delta: |
-0.25 |
| Theta: |
-0.02 |
| Omega: |
-37.45 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.087 |
| High: |
0.087 |
| Low: |
0.086 |
| Previous Close: |
0.099 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.10% |
| 1 Month |
|
|
-35.82% |
| 3 Months |
|
|
-87.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.090 |
| 1M High / 1M Low: |
0.320 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
626.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
