BVT Put 135 JNJ 21.06.2024
/ DE000VM21CY8
BVT Put 135 JNJ 21.06.2024/ DE000VM21CY8 /
| 2024-05-23 8:47:30 AM |
Chg.-0.003 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
-50.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-506.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.14 |
| Parity: |
-0.68 |
| Time value: |
0.03 |
| Break-even: |
134.72 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.03 |
| Spread %: |
833.33% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-50.38 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.003 |
| High: |
0.003 |
| Low: |
0.003 |
| Previous Close: |
0.006 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.50% |
| 1 Month |
|
|
-94.44% |
| 3 Months |
|
|
-93.75% |
| YTD |
|
|
-98.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.008 |
0.006 |
| 1M High / 1M Low: |
0.077 |
0.006 |
| 6M High / 6M Low: |
0.290 |
0.006 |
| High (YTD): |
2024-04-17 |
0.142 |
| Low (YTD): |
2024-05-22 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.96% |
| Volatility 6M: |
|
242.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
