BVT Put 28 MOS 20.09.2024
/ DE000VM7N5D6
BVT Put 28 MOS 20.09.2024/ DE000VM7N5D6 /
| 2024-06-05 8:49:34 AM |
Chg.+0.022 |
Bid1:30:09 PM |
Ask1:30:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+20.37% |
0.126
Bid Size: 60,000 |
0.136
Ask Size: 60,000 |
Mosaic Company |
28.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM7N5D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mosaic Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.29 |
| Parity: |
0.07 |
| Time value: |
0.07 |
| Break-even: |
26.59 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
7.63% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-10.17 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.108 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.45% |
| 1 Month |
|
|
-35.00% |
| 3 Months |
|
|
-30.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.136 |
0.100 |
| 1M High / 1M Low: |
0.187 |
0.088 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
