BVT Put 11.5 FTE 21.06.2024
/ DE000VU3SLG8
BVT Put 11.5 FTE 21.06.2024/ DE000VU3SLG8 /
2024-04-26 8:11:15 AM |
Chg.+0.09 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.27EUR |
+7.63% |
- 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: |
1.27 |
High: |
1.27 |
Low: |
1.27 |
Previous Close: |
1.18 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.10% |
1 Month |
|
|
+9.48% |
3 Months |
|
|
+73.97% |
YTD |
|
|
-11.81% |
1 Year |
|
|
+24.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.27 |
0.80 |
1M High / 1M Low: |
1.53 |
0.80 |
6M High / 6M Low: |
1.53 |
0.67 |
High (YTD): |
2024-04-16 |
1.53 |
Low (YTD): |
2024-01-23 |
0.67 |
52W High: |
2023-08-03 |
1.86 |
52W Low: |
2024-01-23 |
0.67 |
Avg. price 1W: |
|
1.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.09 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.24 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
184.30% |
Volatility 6M: |
|
126.96% |
Volatility 1Y: |
|
106.54% |
Volatility 3Y: |
|
- |