BVT Put 12 FTE 21.06.2024
/ DE000VU51XL1
BVT Put 12 FTE 21.06.2024/ DE000VU51XL1 /
| 2024-05-31 8:46:47 AM |
Chg.+0.13 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
+7.60% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
12.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU51XL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.13 |
| Parity: |
1.28 |
| Time value: |
0.39 |
| Break-even: |
10.34 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.09 |
| Spread %: |
5.73% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-4.36 |
| Rho: |
0.00 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.75% |
| 1 Month |
|
|
+1.10% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
-2.65% |
| 1 Year |
|
|
+10.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.67 |
| 1M High / 1M Low: |
1.92 |
1.48 |
| 6M High / 6M Low: |
2.04 |
1.03 |
| High (YTD): |
2024-04-16 |
2.04 |
| Low (YTD): |
2024-01-23 |
1.03 |
| 52W High: |
2023-08-04 |
2.27 |
| 52W Low: |
2024-01-23 |
1.03 |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.13% |
| Volatility 6M: |
|
104.69% |
| Volatility 1Y: |
|
89.49% |
| Volatility 3Y: |
|
- |
