BVT Put 115 ORCL 21.06.2024
/ DE000VU9LYT6
BVT Put 115 ORCL 21.06.2024/ DE000VU9LYT6 /
| 2024-05-22 1:40:35 PM |
Chg.+0.004 |
Bid3:25:18 PM |
Ask3:25:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.142EUR |
+2.90% |
0.140
Bid Size: 3,600 |
0.170
Ask Size: 3,600 |
Oracle Corp |
115.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9LYT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 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: |
-75.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
-0.89 |
| Time value: |
0.15 |
| Break-even: |
104.42 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.01 |
| Spread %: |
6.99% |
| Delta: |
-0.21 |
| Theta: |
-0.06 |
| Omega: |
-15.45 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.144 |
| High: |
0.144 |
| Low: |
0.142 |
| Previous Close: |
0.138 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.20% |
| 1 Month |
|
|
-73.21% |
| 3 Months |
|
|
-83.68% |
| YTD |
|
|
-87.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.138 |
| 1M High / 1M Low: |
0.560 |
0.138 |
| 6M High / 6M Low: |
1.510 |
0.138 |
| High (YTD): |
2024-01-03 |
1.350 |
| Low (YTD): |
2024-05-21 |
0.138 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.191 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.701 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.35% |
| Volatility 6M: |
|
203.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
