BVT Put 11.5 FTE 21.06.2024
/ DE000VU3SLG8
BVT Put 11.5 FTE 21.06.2024/ DE000VU3SLG8 /
| 2024-05-31 8:11:09 AM |
Chg.+0.06 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+4.80% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
11.50 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU3SLG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.13 |
| Parity: |
0.78 |
| Time value: |
0.39 |
| Break-even: |
10.34 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.09 |
| Spread %: |
8.41% |
| Delta: |
-0.63 |
| Theta: |
-0.02 |
| Omega: |
-5.83 |
| Rho: |
0.00 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.65% |
| 1 Month |
|
|
-2.24% |
| 3 Months |
|
|
+12.93% |
| YTD |
|
|
-9.03% |
| 1 Year |
|
|
0.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.18 |
| 1M High / 1M Low: |
1.44 |
0.97 |
| 6M High / 6M Low: |
1.53 |
0.67 |
| High (YTD): |
2024-04-16 |
1.53 |
| Low (YTD): |
2024-01-23 |
0.67 |
| 52W High: |
2023-08-03 |
1.86 |
| 52W Low: |
2024-01-23 |
0.67 |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
101.89% |
| Volatility 6M: |
|
128.07% |
| Volatility 1Y: |
|
108.35% |
| Volatility 3Y: |
|
- |
