BVT Put 800 BLK 20.09.2024
/ DE000VM7N0H8
BVT Put 800 BLK 20.09.2024/ DE000VM7N0H8 /
| 2024-06-04 10:30:19 AM |
Chg.-0.010 |
Bid10:43:34 AM |
Ask10:43:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-2.27% |
0.440
Bid Size: 13,000 |
0.460
Ask Size: 13,000 |
BlackRock Inc |
800.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7N0H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 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: |
-16.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.21 |
| Time value: |
0.23 |
| Break-even: |
689.45 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
-0.53 |
| Theta: |
-0.13 |
| Omega: |
-8.56 |
| Rho: |
-1.24 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.42% |
| 1 Month |
|
|
-18.87% |
| 3 Months |
|
|
+26.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.440 |
| 1M High / 1M Low: |
0.540 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
