BVT Put 88 EW 21.06.2024/ DE000VM9ZGG0 /
2024-05-17 8:51:56 AM | Chg.+0.004 | Bid10:00:08 PM | Ask10:00:08 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.173EUR | +2.37% | - Bid Size: - |
- Ask Size: - |
Edwards Lifesciences... | 88.00 USD | 2024-06-21 | Put |
Master data
WKN: | VM9ZGG |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Edwards Lifesciences Corp |
Type: | Warrant |
Option type: | Put |
Strike price: | 88.00 USD |
Maturity: | 2024-06-21 |
Issue date: | 2024-02-08 |
Last trading day: | 2024-06-21 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -45.31 |
Leverage: | Yes |
Calculated values
Fair value: | 0.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.26 |
Parity: | -0.19 |
Time value: | 0.18 |
Break-even: | 79.14 |
Moneyness: | 0.98 |
Premium: | 0.05 |
Premium p.a.: | 0.59 |
Spread abs.: | 0.01 |
Spread %: | 5.78% |
Delta: | -0.36 |
Theta: | -0.03 |
Omega: | -16.27 |
Rho: | -0.03 |
Quote data
Open: | 0.173 |
---|---|
High: | 0.173 |
Low: | 0.173 |
Previous Close: | 0.169 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -35.93% | ||
---|---|---|---|
1 Month | -62.39% | ||
3 Months | -69.11% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.410 | 0.169 |
---|---|---|
1M High / 1M Low: | 0.510 | 0.169 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.272 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.378 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 286.22% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |