BVT Put 140 WCH 21.06.2024
/ DE000VU97KP2
BVT Put 140 WCH 21.06.2024/ DE000VU97KP2 /
| 2024-05-31 6:13:30 PM |
Chg.+0.09 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.84EUR |
+2.40% |
-
Bid Size: - |
-
Ask Size: - |
WACKER CHEMIE ... |
140.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU97KP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WACKER CHEMIE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.34 |
| Parity: |
3.81 |
| Time value: |
0.05 |
| Break-even: |
101.40 |
| Moneyness: |
1.37 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
2.39% |
| Delta: |
-0.91 |
| Theta: |
-0.07 |
| Omega: |
-2.41 |
| Rho: |
-0.07 |
Quote data
| Open: |
3.77 |
| High: |
3.91 |
| Low: |
3.77 |
| Previous Close: |
3.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.03% |
| 1 Month |
|
|
-4.95% |
| 3 Months |
|
|
+2.13% |
| YTD |
|
|
+28.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.95 |
3.42 |
| 1M High / 1M Low: |
4.07 |
3.42 |
| 6M High / 6M Low: |
4.98 |
2.71 |
| High (YTD): |
2024-01-17 |
4.98 |
| Low (YTD): |
2024-04-08 |
2.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.51% |
| Volatility 6M: |
|
92.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
