BVT Put 145 VOW3 21.06.2024
/ DE000VU4AC50
BVT Put 145 VOW3 21.06.2024/ DE000VU4AC50 /
| 2024-05-15 8:19:35 AM |
Chg.-0.30 |
Bid9:33:56 PM |
Ask9:33:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.98EUR |
-9.15% |
3.06
Bid Size: 3,000 |
3.16
Ask Size: 3,000 |
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: |
-3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.21 |
| Parity: |
2.32 |
| Time value: |
0.81 |
| Break-even: |
113.80 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.10 |
| Spread %: |
3.31% |
| Delta: |
-0.63 |
| Theta: |
-0.20 |
| Omega: |
-2.47 |
| Rho: |
-0.11 |
Quote data
| Open: |
2.98 |
| High: |
2.98 |
| Low: |
2.98 |
| Previous Close: |
3.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.09% |
| 1 Month |
|
|
+6.43% |
| 3 Months |
|
|
-10.51% |
| YTD |
|
|
-22.40% |
| 1 Year |
|
|
-7.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.48 |
3.28 |
| 1M High / 1M Low: |
3.70 |
2.80 |
| 6M High / 6M Low: |
4.45 |
2.53 |
| High (YTD): |
2024-01-19 |
4.34 |
| Low (YTD): |
2024-04-08 |
2.53 |
| 52W High: |
2023-10-27 |
4.93 |
| 52W Low: |
2023-06-13 |
2.33 |
| Avg. price 1W: |
|
3.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.48 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
66.43% |
| Volatility 6M: |
|
73.77% |
| Volatility 1Y: |
|
63.35% |
| Volatility 3Y: |
|
- |
