BVT Put 145 VOW3 21.06.2024
/ DE000VU4AC50
BVT Put 145 VOW3 21.06.2024/ DE000VU4AC50 /
| 2024-05-22 1:40:30 PM |
Chg.+0.150 |
Bid2:02:20 PM |
Ask2:02:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.420EUR |
+4.59% |
3.420
Bid Size: 44,000 |
3.430
Ask Size: 44,000 |
VOLKSWAGEN AG VZO O.... |
145.00 EUR |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-03-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.21 |
| Parity: |
2.59 |
| Time value: |
0.78 |
| Break-even: |
111.40 |
| Moneyness: |
1.22 |
| Premium: |
0.07 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.10 |
| Spread %: |
3.07% |
| Delta: |
-0.65 |
| Theta: |
-0.24 |
| Omega: |
-2.30 |
| Rho: |
-0.09 |
Quote data
| Open: |
3.410 |
| High: |
3.420 |
| Low: |
3.410 |
| Previous Close: |
3.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.68% |
| 1 Month |
|
|
+12.87% |
| 3 Months |
|
|
+15.54% |
| YTD |
|
|
-12.08% |
| 1 Year |
|
|
+11.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.290 |
3.090 |
| 1M High / 1M Low: |
3.720 |
3.010 |
| 6M High / 6M Low: |
4.460 |
2.400 |
| High (YTD): |
2024-01-19 |
4.350 |
| Low (YTD): |
2024-04-04 |
2.400 |
| 52W High: |
2023-10-27 |
4.920 |
| 52W Low: |
2023-06-14 |
2.270 |
| Avg. price 1W: |
|
3.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.443 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.487 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
81.75% |
| Volatility 6M: |
|
76.95% |
| Volatility 1Y: |
|
65.29% |
| Volatility 3Y: |
|
- |
