BVT Put 105 ORCL 21.06.2024
/ DE000VU9LYW0
BVT Put 105 ORCL 21.06.2024/ DE000VU9LYW0 /
| 2024-05-15 7:46:19 PM |
Chg.-0.018 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-19.35% |
-
Bid Size: - |
-
Ask Size: - |
Oracle Corp |
105.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9LYW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-120.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
-1.47 |
| Time value: |
0.09 |
| Break-even: |
96.17 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
2.63 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
-0.12 |
| Theta: |
-0.04 |
| Omega: |
-14.59 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.075 |
| Previous Close: |
0.093 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.43% |
| 1 Month |
|
|
-53.99% |
| 3 Months |
|
|
-81.25% |
| YTD |
|
|
-88.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.141 |
0.093 |
| 1M High / 1M Low: |
0.232 |
0.093 |
| 6M High / 6M Low: |
0.870 |
0.082 |
| High (YTD): |
2024-01-03 |
0.770 |
| Low (YTD): |
2024-03-21 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.61% |
| Volatility 6M: |
|
218.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
