BVT Put 400 MCO 20.09.2024
/ DE000VM7NWX2
BVT Put 400 MCO 20.09.2024/ DE000VM7NWX2 /
2024-04-29 10:20:09 AM |
Chg.+0.060 |
Bid10:22:29 AM |
Ask10:22:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.660EUR |
+1.67% |
3.650 Bid Size: 4,000 |
3.780 Ask Size: 4,000 |
Moodys Corp |
400.00 - |
2024-09-20 |
Put |
Master data
WKN: |
VM7NWX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.87 |
Intrinsic value: |
4.87 |
Implied volatility: |
- |
Historic volatility: |
0.18 |
Parity: |
4.87 |
Time value: |
-1.12 |
Break-even: |
362.50 |
Moneyness: |
1.14 |
Premium: |
-0.03 |
Premium p.a.: |
-0.08 |
Spread abs.: |
0.04 |
Spread %: |
1.08% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.660 |
High: |
3.660 |
Low: |
3.660 |
Previous Close: |
3.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.87% |
1 Month |
|
|
+24.91% |
3 Months |
|
|
+16.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.660 |
3.380 |
1M High / 1M Low: |
3.980 |
2.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.394 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |