BVT Put 58 TWLO 21.06.2024
/ DE000VM3TBY0
BVT Put 58 TWLO 21.06.2024/ DE000VM3TBY0 /
| 2024-05-27 1:54:07 PM |
Chg.-0.011 |
Bid2:17:44 PM |
Ask2:17:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.111EUR |
-9.02% |
0.112
Bid Size: 15,000 |
0.122
Ask Size: 15,000 |
Twilio Inc |
58.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TBY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
58.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.37 |
| Parity: |
-0.10 |
| Time value: |
0.14 |
| Break-even: |
52.12 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
8.00% |
| Delta: |
-0.39 |
| Theta: |
-0.03 |
| Omega: |
-15.69 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.117 |
| High: |
0.117 |
| Low: |
0.111 |
| Previous Close: |
0.122 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.14% |
| 1 Month |
|
|
-67.35% |
| 3 Months |
|
|
-79.06% |
| YTD |
|
|
-49.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.122 |
0.088 |
| 1M High / 1M Low: |
0.350 |
0.078 |
| 6M High / 6M Low: |
0.610 |
0.078 |
| High (YTD): |
2024-02-21 |
0.610 |
| Low (YTD): |
2024-05-17 |
0.078 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.327 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.30% |
| Volatility 6M: |
|
193.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
