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BVT Put 140 VOW3 21.06.2024/  DE000VU4AC68  /

Frankfurt Zert./VONT
03/06/2024  17:00:41 Chg.+0.040 Bid19:26:53 Ask19:26:53 Underlying Strike price Expiration date Option type
2.570EUR +1.58% 2.570
Bid Size: 3,000		 2.640
Ask Size: 3,000		 VOLKSWAGEN AG VZO O.... 140.00 EUR 21/06/2024 Put
 

Master data

WKN: VU4AC6
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 EUR
Maturity: 21/06/2024
Issue date: 07/03/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.41
Leverage: Yes

Calculated values

Fair value: 2.50
Intrinsic value: 2.50
Implied volatility: 0.77
Historic volatility: 0.22
Parity: 2.50
Time value: 0.11
Break-even: 113.90
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.10
Spread %: 3.98%
Delta: -0.85
Theta: -0.11
Omega: -3.77
Rho: -0.06
 

Quote data

Open: 2.400
High: 2.570
Low: 2.400
Previous Close: 2.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.91%
1 Month
  -17.10%
3 Months
  -6.20%
YTD
  -24.41%
1 Year
  -1.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.620 2.390
1M High / 1M Low: 3.100 2.390
6M High / 6M Low: 3.840 1.930
High (YTD): 19/01/2024 3.840
Low (YTD): 04/04/2024 1.930
52W High: 27/10/2023 4.450
52W Low: 04/04/2024 1.930
Avg. price 1W:   2.536
Avg. volume 1W:   0.000
Avg. price 1M:   2.755
Avg. volume 1M:   0.000
Avg. price 6M:   2.881
Avg. volume 6M:   0.000
Avg. price 1Y:   3.029
Avg. volume 1Y:   0.000
Volatility 1M:   76.90%
Volatility 6M:   89.10%
Volatility 1Y:   73.49%
Volatility 3Y:   -