BVT Put 12.5 FTE 21.06.2024
/ DE000VU6QBB7
BVT Put 12.5 FTE 21.06.2024/ DE000VU6QBB7 /
| 2024-06-07 8:55:37 AM |
Chg.+0.04 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
+2.04% |
-
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: |
-4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.14 |
| Parity: |
2.44 |
| Time value: |
0.04 |
| Break-even: |
10.02 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
3.77% |
| Delta: |
-0.91 |
| Theta: |
-0.01 |
| Omega: |
-3.71 |
| Rho: |
0.00 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
1.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.53% |
| 1 Month |
|
|
-16.32% |
| 3 Months |
|
|
-10.31% |
| YTD |
|
|
-15.61% |
| 1 Year |
|
|
-11.11% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.96 |
| 1M High / 1M Low: |
2.39 |
1.96 |
| 6M High / 6M Low: |
2.53 |
1.45 |
| High (YTD): |
2024-04-16 |
2.53 |
| Low (YTD): |
2024-01-23 |
1.45 |
| 52W High: |
2023-08-03 |
2.72 |
| 52W Low: |
2024-01-23 |
1.45 |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.11 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
70.32% |
| Volatility 6M: |
|
84.23% |
| Volatility 1Y: |
|
73.01% |
| Volatility 3Y: |
|
- |
