BVT Put 145 VOW3 21.06.2024
/ DE000VU4AC50
BVT Put 145 VOW3 21.06.2024/ DE000VU4AC50 /
| 5/29/2024 8:19:32 AM |
Chg.-0.19 |
Bid12:44:27 PM |
Ask12:44:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.89EUR |
-6.17% |
3.06
Bid Size: 43,000 |
3.07
Ask Size: 43,000 |
VOLKSWAGEN AG VZO O.... |
145.00 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
VU4AC5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
3/7/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.21 |
| Parity: |
2.17 |
| Time value: |
0.77 |
| Break-even: |
115.60 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.10 |
| Spread %: |
3.52% |
| Delta: |
-0.64 |
| Theta: |
-0.30 |
| Omega: |
-2.68 |
| Rho: |
-0.07 |
Quote data
| Open: |
2.89 |
| High: |
2.89 |
| Low: |
2.89 |
| Previous Close: |
3.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.73% |
| 1 Month |
|
|
-8.83% |
| 3 Months |
|
|
+8.65% |
| YTD |
|
|
-24.74% |
| 1 Year |
|
|
-5.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.45 |
3.08 |
| 1M High / 1M Low: |
3.70 |
2.98 |
| 6M High / 6M Low: |
4.34 |
2.53 |
| High (YTD): |
1/19/2024 |
4.34 |
| Low (YTD): |
4/8/2024 |
2.53 |
| 52W High: |
10/27/2023 |
4.93 |
| 52W Low: |
6/13/2023 |
2.33 |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
69.83% |
| Volatility 6M: |
|
75.28% |
| Volatility 1Y: |
|
64.02% |
| Volatility 3Y: |
|
- |
