BVT Put 360 MCO 20.12.2024
/ DE000VD3SDY9
BVT Put 360 MCO 20.12.2024/ DE000VD3SDY9 /
| 2024-05-02 8:42:27 AM |
Chg.-0.10 |
Bid3:42:27 PM |
Ask3:42:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
-3.92% |
2.70
Bid Size: 18,000 |
2.74
Ask Size: 18,000 |
Moodys Corp |
360.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SDY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
1.21 |
| Time value: |
1.56 |
| Break-even: |
332.30 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.47% |
| Delta: |
-0.48 |
| Theta: |
-0.04 |
| Omega: |
-6.07 |
| Rho: |
-1.24 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.45 |
| Previous Close: |
2.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.51% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
2.39 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
