BVT Put 11.5 FTE 21.06.2024
/ DE000VU3SLG8
BVT Put 11.5 FTE 21.06.2024/ DE000VU3SLG8 /
2024-04-26 7:42:29 PM |
Chg.+0.040 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.380EUR |
+2.99% |
- Bid Size: - |
- Ask Size: - |
ORANGE INH. ... |
11.50 EUR |
2024-06-21 |
Put |
Master data
WKN: |
VU3SLG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ORANGE INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
11.50 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-21 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
1.11 |
Implied volatility: |
0.51 |
Historic volatility: |
0.13 |
Parity: |
1.11 |
Time value: |
0.37 |
Break-even: |
10.03 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.09 |
Spread %: |
6.52% |
Delta: |
-0.65 |
Theta: |
-0.01 |
Omega: |
-4.60 |
Rho: |
-0.01 |
Quote data
Open: |
1.360 |
High: |
1.420 |
Low: |
1.360 |
Previous Close: |
1.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+36.63% |
1 Month |
|
|
+33.98% |
3 Months |
|
|
+89.04% |
YTD |
|
|
-7.38% |
1 Year |
|
|
+43.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.380 |
0.800 |
1M High / 1M Low: |
1.490 |
0.800 |
6M High / 6M Low: |
1.490 |
0.690 |
High (YTD): |
2024-04-15 |
1.490 |
Low (YTD): |
2024-01-23 |
0.690 |
52W High: |
2023-08-07 |
1.840 |
52W Low: |
2024-01-23 |
0.690 |
Avg. price 1W: |
|
1.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.173 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.099 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.239 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
198.07% |
Volatility 6M: |
|
131.68% |
Volatility 1Y: |
|
108.89% |
Volatility 3Y: |
|
- |