BVT Put 140 VOW3 21.06.2024
/ DE000VU4AC68
BVT Put 140 VOW3 21.06.2024/ DE000VU4AC68 /
2024-06-03 5:00:41 PM |
Chg.+0.040 |
Bid5:55:00 PM |
Ask5:55:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.570EUR |
+1.58% |
2.520 Bid Size: 3,000 |
2.590 Ask Size: 3,000 |
VOLKSWAGEN AG VZO O.... |
140.00 EUR |
2024-06-21 |
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: |
2024-06-21 |
Issue date: |
2023-03-07 |
Last trading day: |
2024-06-21 |
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): |
2024-01-19 |
3.840 |
Low (YTD): |
2024-04-04 |
1.930 |
52W High: |
2023-10-27 |
4.450 |
52W Low: |
2024-04-04 |
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: |
|
- |