BVT Put 680 BLK 20.09.2024
/ DE000VM7N0C9
BVT Put 680 BLK 20.09.2024/ DE000VM7N0C9 /
| 2024-06-10 8:48:37 AM |
Chg.+0.006 |
Bid6:17:17 PM |
Ask6:17:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+8.70% |
0.078
Bid Size: 59,000 |
0.088
Ask Size: 59,000 |
BlackRock Inc |
680.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7N0C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
680.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-85.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-0.82 |
| Time value: |
0.08 |
| Break-even: |
622.57 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
13.70% |
| Delta: |
-0.15 |
| Theta: |
-0.10 |
| Omega: |
-13.04 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.069 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.35% |
| 1 Month |
|
|
-5.06% |
| 3 Months |
|
|
-29.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.060 |
| 1M High / 1M Low: |
0.113 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
