BVT Put 35 MOS 21.06.2024
/ DE000VM3TAS4
BVT Put 35 MOS 21.06.2024/ DE000VM3TAS4 /
| 2024-05-31 8:47:40 AM |
Chg.-0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
Mosaic Company |
35.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TAS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mosaic Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.30 |
| Parity: |
0.46 |
| Time value: |
0.02 |
| Break-even: |
27.51 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
-0.84 |
| Theta: |
-0.02 |
| Omega: |
-4.86 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
+11.63% |
| 3 Months |
|
|
+6.67% |
| YTD |
|
|
+65.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.380 |
| 1M High / 1M Low: |
0.600 |
0.320 |
| 6M High / 6M Low: |
0.600 |
0.222 |
| High (YTD): |
2024-05-03 |
0.600 |
| Low (YTD): |
2024-04-10 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.11% |
| Volatility 6M: |
|
138.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
