BVT Put 84 EW 21.06.2024/ DE000VM9VD23 /
2024-06-07 7:50:38 PM | Chg.-0.010 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.052EUR | -16.13% | - Bid Size: - |
- Ask Size: - |
Edwards Lifesciences... | 84.00 USD | 2024-06-21 | Put |
Master data
WKN: | VM9VD2 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Edwards Lifesciences Corp |
Type: | Warrant |
Option type: | Put |
Strike price: | 84.00 USD |
Maturity: | 2024-06-21 |
Issue date: | 2024-02-07 |
Last trading day: | 2024-06-21 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -151.11 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.26 |
Parity: | -0.38 |
Time value: | 0.05 |
Break-even: | 77.23 |
Moneyness: | 0.95 |
Premium: | 0.05 |
Premium p.a.: | 3.33 |
Spread abs.: | 0.01 |
Spread %: | 22.73% |
Delta: | -0.19 |
Theta: | -0.05 |
Omega: | -29.45 |
Rho: | -0.01 |
Quote data
Open: | 0.055 |
---|---|
High: | 0.057 |
Low: | 0.052 |
Previous Close: | 0.062 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -58.73% | ||
---|---|---|---|
1 Month | -75.24% | ||
3 Months | -77.59% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.097 | 0.052 |
---|---|---|
1M High / 1M Low: | 0.210 | 0.043 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.077 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.104 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 583.55% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |