BVT Put 12.5 FTE 21.06.2024
/ DE000VU6QBB7
BVT Put 12.5 FTE 21.06.2024/ DE000VU6QBB7 /
2024-05-14 8:03:03 PM |
Chg.-0.010 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.190EUR |
-0.45% |
- Bid Size: - |
- Ask Size: - |
ORANGE INH. ... |
12.50 EUR |
2024-06-21 |
Put |
Master data
WKN: |
VU6QBB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ORANGE INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.50 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-02 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
1.86 |
Implied volatility: |
0.80 |
Historic volatility: |
0.13 |
Parity: |
1.86 |
Time value: |
0.44 |
Break-even: |
10.20 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.09 |
Spread %: |
4.07% |
Delta: |
-0.68 |
Theta: |
-0.01 |
Omega: |
-3.17 |
Rho: |
-0.01 |
Quote data
Open: |
2.170 |
High: |
2.190 |
Low: |
2.160 |
Previous Close: |
2.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.75% |
1 Month |
|
|
-7.98% |
3 Months |
|
|
+3.79% |
YTD |
|
|
-8.37% |
1 Year |
|
|
+22.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.400 |
2.200 |
1M High / 1M Low: |
2.460 |
1.720 |
6M High / 6M Low: |
2.460 |
1.470 |
High (YTD): |
2024-04-15 |
2.460 |
Low (YTD): |
2024-01-23 |
1.470 |
52W High: |
2023-08-07 |
2.710 |
52W Low: |
2024-01-23 |
1.470 |
Avg. price 1W: |
|
2.302 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.250 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.025 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.103 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
106.39% |
Volatility 6M: |
|
78.35% |
Volatility 1Y: |
|
70.22% |
Volatility 3Y: |
|
- |