BVT Put 33 INL 07.06.2024
/ DE000VD47ZU1
BVT Put 33 INL 07.06.2024/ DE000VD47ZU1 /
2024-06-03 1:31:40 PM |
Chg.-0.83 |
Bid3:32:22 PM |
Ask3:32:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.87EUR |
-30.74% |
2.24 Bid Size: 2,400 |
2.28 Ask Size: 2,400 |
INTEL CORP. DL... |
33.00 - |
2024-06-07 |
Put |
Master data
WKN: |
VD47ZU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
INTEL CORP. DL-,001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
33.00 - |
Maturity: |
2024-06-07 |
Issue date: |
2024-04-30 |
Last trading day: |
2024-06-07 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.57 |
Intrinsic value: |
4.57 |
Implied volatility: |
- |
Historic volatility: |
0.35 |
Parity: |
4.57 |
Time value: |
-2.52 |
Break-even: |
30.95 |
Moneyness: |
1.16 |
Premium: |
-0.09 |
Premium p.a.: |
-1.00 |
Spread abs.: |
0.01 |
Spread %: |
0.49% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.95 |
High: |
1.95 |
Low: |
1.87 |
Previous Close: |
2.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.22% |
1 Month |
|
|
-29.70% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.70 |
1.94 |
1M High / 1M Low: |
3.01 |
1.30 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
325.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |