BVT Put 68 SCHW 20.09.2024
/ DE000VM7PB41
BVT Put 68 SCHW 20.09.2024/ DE000VM7PB41 /
| 2024-05-23 8:43:45 AM |
Chg.- |
Bid8:33:09 AM |
Ask8:33:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.157EUR |
- |
0.220
Bid Size: 10,000 |
0.231
Ask Size: 10,000 |
Charles Schwab Corpo... |
68.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7PB4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
-0.40 |
| Time value: |
0.23 |
| Break-even: |
60.57 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
4.96% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-8.59 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.157 |
| High: |
0.157 |
| Low: |
0.157 |
| Previous Close: |
0.096 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.05% |
| 1 Month |
|
|
-25.59% |
| 3 Months |
|
|
-75.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.157 |
0.096 |
| 1M High / 1M Low: |
0.216 |
0.096 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
