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BVT Put 135 JNJ 21.06.2024/  DE000VM21CY8  /

Frankfurt Zert./VONT
2024-05-28  5:02:01 PM Chg.+0.009 Bid5:59:42 PM Ask5:59:42 PM Underlying Strike price Expiration date Option type
0.017EUR +112.50% 0.019
Bid Size: 60,000		 0.029
Ask Size: 60,000		 JOHNSON + JOHNSON ... 135.00 - 2024-06-21 Put
 

Master data

WKN: VM21CY
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Put
Strike price: 135.00 -
Maturity: 2024-06-21
Issue date: 2023-09-29
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -501.17
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.15
Parity: -0.03
Time value: 0.03
Break-even: 134.73
Moneyness: 1.00
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 237.50%
Delta: -0.31
Theta: -0.01
Omega: -156.24
Rho: -0.03
 

Quote data

Open: 0.008
High: 0.017
Low: 0.008
Previous Close: 0.008
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+183.33%
1 Month
  -78.21%
3 Months
  -55.26%
YTD
  -89.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.004
1M High / 1M Low: 0.076 0.004
6M High / 6M Low: 0.270 0.004
High (YTD): 2024-04-16 0.142
Low (YTD): 2024-05-22 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   402.82%
Volatility 6M:   277.75%
Volatility 1Y:   -
Volatility 3Y:   -