BVT Put 940 ASME 17.05.2024
/ DE000VD36CN8
BVT Put 940 ASME 17.05.2024/ DE000VD36CN8 /
| 2024-05-02 5:02:50 PM |
Chg.+1.520 |
Bid6:15:06 PM |
Ask6:15:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.650EUR |
+13.66% |
12.820
Bid Size: 1,000 |
13.070
Ask Size: 1,000 |
ASML HOLDING EO -... |
940.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD36CN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
940.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.73 |
| Intrinsic value: |
10.73 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.30 |
| Parity: |
10.73 |
| Time value: |
1.60 |
| Break-even: |
816.70 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.33 |
| Spread %: |
2.75% |
| Delta: |
-0.75 |
| Theta: |
-1.28 |
| Omega: |
-5.10 |
| Rho: |
-0.31 |
Quote data
| Open: |
12.320 |
| High: |
12.650 |
| Low: |
12.060 |
| Previous Close: |
11.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.08% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.130 |
7.850 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.523 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
