BVT Put 38 CMCSA 17.01.2025
/ DE000VG1BQ63
BVT Put 38 CMCSA 17.01.2025/ DE000VG1BQ63 /
| 10/01/2025 08:43:36 |
Chg.+0.022 |
Bid12:52:01 |
Ask12:52:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.131EUR |
+20.18% |
0.107
Bid Size: 33,000 |
0.119
Ask Size: 33,000 |
Comcast Corporation |
38.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
VG1BQ6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
18/12/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
0.08 |
| Time value: |
0.04 |
| Break-even: |
35.67 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
8.77% |
| Delta: |
-0.65 |
| Theta: |
-0.05 |
| Omega: |
-18.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.131 |
| High: |
0.131 |
| Low: |
0.131 |
| Previous Close: |
0.109 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.89% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+61.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.112 |
0.068 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/01/2025 |
0.112 |
| Low (YTD): |
06/01/2025 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| 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: |
|
- |