BVT Put 40 CMCSA 17.01.2025
/ DE000VC9XX77
BVT Put 40 CMCSA 17.01.2025/ DE000VC9XX77 /
| 1/10/2025 1:44:32 PM |
Chg.-0.010 |
Bid1:44:32 PM |
Ask1:44:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-3.33% |
0.290
Bid Size: 25,000 |
0.300
Ask Size: 25,000 |
Comcast Corporation |
40.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
VC9XX7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.23 |
| Parity: |
0.27 |
| Time value: |
0.04 |
| Break-even: |
35.75 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.78 |
| Theta: |
-0.06 |
| Omega: |
-9.13 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
+97.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
+20.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.250 |
| 1M High / 1M Low: |
0.300 |
0.105 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.300 |
| Low (YTD): |
1/6/2025 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |