BVT Put 260 STZ 21.06.2024
/ DE000VM8A045
BVT Put 260 STZ 21.06.2024/ DE000VM8A045 /
| 2024-05-17 10:32:09 AM |
Chg.+0.070 |
Bid11:38:14 AM |
Ask11:38:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+11.48% |
0.660
Bid Size: 6,000 |
0.770
Ask Size: 6,000 |
Constellation Brands... |
260.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM8A04 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.16 |
| Parity: |
0.42 |
| Time value: |
0.23 |
| Break-even: |
232.74 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
4.84% |
| Delta: |
-0.60 |
| Theta: |
-0.05 |
| Omega: |
-21.87 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.89% |
| 1 Month |
|
|
-11.69% |
| 3 Months |
|
|
-60.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.360 |
| 1M High / 1M Low: |
0.880 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.609 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
409.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
