BVT Put 58 TWLO 21.06.2024
/ DE000VM3TBY0
BVT Put 58 TWLO 21.06.2024/ DE000VM3TBY0 /
| 2024-06-06 8:47:36 AM |
Chg.-0.018 |
Bid7:33:42 PM |
Ask7:33:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.185EUR |
-8.87% |
0.150
Bid Size: 34,000 |
0.160
Ask Size: 34,000 |
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: |
-26.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.35 |
| Parity: |
0.09 |
| Time value: |
0.11 |
| Break-even: |
51.39 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
5.41% |
| Delta: |
-0.57 |
| Theta: |
-0.05 |
| Omega: |
-15.36 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.185 |
| High: |
0.185 |
| Low: |
0.185 |
| Previous Close: |
0.203 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.76% |
| 1 Month |
|
|
-36.21% |
| 3 Months |
|
|
-67.54% |
| YTD |
|
|
-15.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.205 |
0.177 |
| 1M High / 1M Low: |
0.320 |
0.069 |
| 6M High / 6M Low: |
0.600 |
0.069 |
| High (YTD): |
2024-02-21 |
0.600 |
| Low (YTD): |
2024-05-20 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.195 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.35% |
| Volatility 6M: |
|
227.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
