BVT Put 125 ORCL 21.06.2024
/ DE000VM14XX1
BVT Put 125 ORCL 21.06.2024/ DE000VM14XX1 /
| 2024-06-07 8:26:38 AM |
Chg.-0.040 |
Bid6:49:06 PM |
Ask6:49:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-7.02% |
0.500
Bid Size: 87,000 |
0.510
Ask Size: 87,000 |
Oracle Corp |
125.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM14XX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.29 |
| Parity: |
0.14 |
| Time value: |
0.40 |
| Break-even: |
109.37 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
-0.52 |
| Theta: |
-0.16 |
| Omega: |
-10.91 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.01% |
| 1 Month |
|
|
-39.08% |
| 3 Months |
|
|
-63.45% |
| YTD |
|
|
-70.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.570 |
| 1M High / 1M Low: |
0.940 |
0.440 |
| 6M High / 6M Low: |
2.300 |
0.400 |
| High (YTD): |
2024-01-05 |
2.110 |
| Low (YTD): |
2024-03-21 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.77% |
| Volatility 6M: |
|
201.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
