BVT Put 135 JNJ 21.06.2024
/ DE000VM21CY8
BVT Put 135 JNJ 21.06.2024/ DE000VM21CY8 /
| 2024-05-27 8:52:12 AM |
Chg.+0.003 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
+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: |
-501.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.15 |
| Parity: |
-0.05 |
| Time value: |
0.03 |
| Break-even: |
134.73 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
170.00% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-142.73 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.006 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-87.14% |
| 3 Months |
|
|
-76.92% |
| YTD |
|
|
-94.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.009 |
0.003 |
| 1M High / 1M Low: |
0.077 |
0.003 |
| 6M High / 6M Low: |
0.280 |
0.003 |
| High (YTD): |
2024-04-17 |
0.142 |
| Low (YTD): |
2024-05-23 |
0.003 |
| 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: |
|
0.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
536.41% |
| Volatility 6M: |
|
298.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
