BVT Put 110 ILMN 21.06.2024
/ DE000VM3TMU5
BVT Put 110 ILMN 21.06.2024/ DE000VM3TMU5 /
| 2024-05-22 8:49:02 AM |
Chg.+0.020 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+3.51% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
110.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TMU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 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: |
-15.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.37 |
| Parity: |
0.22 |
| Time value: |
0.40 |
| Break-even: |
95.15 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
-0.53 |
| Theta: |
-0.08 |
| Omega: |
-8.50 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.28% |
| 1 Month |
|
|
+7.27% |
| 3 Months |
|
|
+28.26% |
| YTD |
|
|
-16.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.370 |
| 1M High / 1M Low: |
0.660 |
0.370 |
| 6M High / 6M Low: |
2.130 |
0.310 |
| High (YTD): |
2024-01-05 |
0.990 |
| Low (YTD): |
2024-03-28 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.681 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.46% |
| Volatility 6M: |
|
205.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
