BVT Put 42 CMCSA 17.01.2025
/ DE000VC9XX93
BVT Put 42 CMCSA 17.01.2025/ DE000VC9XX93 /
| 1/10/2025 9:06:23 AM |
Chg.+0.020 |
Bid1:01:12 PM |
Ask1:01:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+4.08% |
0.500
Bid Size: 25,000 |
0.520
Ask Size: 25,000 |
Comcast Corporation |
42.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
VC9XX9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 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: |
-7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.23 |
| Parity: |
0.47 |
| Time value: |
0.03 |
| Break-even: |
35.79 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.84 |
| Theta: |
-0.07 |
| Omega: |
-6.07 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+64.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
+21.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
0.490 |
0.222 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.490 |
| Low (YTD): |
1/6/2025 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.374 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |