BVT Put 92 5UR 21.06.2024
/ DE000VM87PT1
BVT Put 92 5UR 21.06.2024/ DE000VM87PT1 /
| 2024-05-16 2:05:06 PM |
Chg.+0.001 |
Bid2:05:06 PM |
Ask2:05:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
+20.00% |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
92.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VM87PT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-330.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.20 |
| Parity: |
-0.38 |
| Time value: |
0.03 |
| Break-even: |
91.71 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.02 |
| Spread %: |
383.33% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-46.31 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.007 |
| High: |
0.007 |
| Low: |
0.006 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
-93.62% |
| 3 Months |
|
|
-98.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.006 |
0.003 |
| 1M High / 1M Low: |
0.075 |
0.003 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
