BVT Put 11 FTE 21.06.2024
/ DE000VU3PKH4
BVT Put 11 FTE 21.06.2024/ DE000VU3PKH4 /
| 2024-04-26 7:42:38 PM |
Chg.+0.040 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+4.65% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
11.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU3PKH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.13 |
| Parity: |
0.61 |
| Time value: |
0.38 |
| Break-even: |
10.02 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.08 |
| Spread %: |
8.89% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-6.31 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.890 |
| High: |
0.940 |
| Low: |
0.890 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.17% |
| 1 Month |
|
|
+47.54% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-16.67% |
| 1 Year |
|
|
+20.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.430 |
| 1M High / 1M Low: |
1.020 |
0.430 |
| 6M High / 6M Low: |
1.080 |
0.430 |
| High (YTD): |
2024-04-15 |
1.020 |
| Low (YTD): |
2024-04-22 |
0.430 |
| 52W High: |
2023-08-07 |
1.440 |
| 52W Low: |
2024-04-22 |
0.430 |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.734 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.728 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.889 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
278.97% |
| Volatility 6M: |
|
168.79% |
| Volatility 1Y: |
|
134.90% |
| Volatility 3Y: |
|
- |
