BVT Put 360 MCO 21.06.2024
/ DE000VM578C1
BVT Put 360 MCO 21.06.2024/ DE000VM578C1 /
| 2024-04-26 8:34:39 AM |
Chg.+0.11 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+11.00% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
360.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VM578C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.18 |
| Parity: |
0.91 |
| Time value: |
0.18 |
| Break-even: |
349.10 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
3.81% |
| Delta: |
-0.65 |
| Theta: |
-0.03 |
| Omega: |
-20.97 |
| Rho: |
-0.36 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.16% |
| 1 Month |
|
|
+24.72% |
| 3 Months |
|
|
-12.60% |
| YTD |
|
|
-15.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
0.95 |
| 1M High / 1M Low: |
1.43 |
0.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-05 |
1.92 |
| Low (YTD): |
2024-04-10 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
