BVT Put 220 MDO 20.09.2024
/ DE000VM3RCX4
BVT Put 220 MDO 20.09.2024/ DE000VM3RCX4 /
| 2024-05-02 10:21:15 AM |
Chg.-0.001 |
Bid10:21:15 AM |
Ask10:21:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-1.20% |
0.082
Bid Size: 15,000 |
0.092
Ask Size: 15,000 |
MCDONALDS CORP. DL... |
220.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM3RCX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-258.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
-3.61 |
| Time value: |
0.10 |
| Break-even: |
219.01 |
| Moneyness: |
0.86 |
| Premium: |
0.14 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
11.24% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-18.24 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.082 |
| High: |
0.082 |
| Low: |
0.082 |
| Previous Close: |
0.083 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.33% |
| 1 Month |
|
|
-17.17% |
| 3 Months |
|
|
-38.35% |
| YTD |
|
|
-47.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.075 |
| 1M High / 1M Low: |
0.181 |
0.075 |
| 6M High / 6M Low: |
0.490 |
0.067 |
| High (YTD): |
2024-01-05 |
0.183 |
| Low (YTD): |
2024-03-12 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.90% |
| Volatility 6M: |
|
159.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
