BVT Put 120 ORCL 21.06.2024
/ DE000VU909H7
BVT Put 120 ORCL 21.06.2024/ DE000VU909H7 /
| 2024-05-03 8:49:11 AM |
Chg.-0.080 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-10.13% |
-
Bid Size: - |
-
Ask Size: - |
Oracle Corp |
120.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU909H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
0.39 |
| Time value: |
0.33 |
| Break-even: |
104.31 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
-0.57 |
| Theta: |
-0.05 |
| Omega: |
-8.58 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.41% |
| 1 Month |
|
|
+97.22% |
| 3 Months |
|
|
-17.44% |
| YTD |
|
|
-51.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.620 |
| 1M High / 1M Low: |
0.810 |
0.360 |
| 6M High / 6M Low: |
1.880 |
0.280 |
| High (YTD): |
2024-01-05 |
1.730 |
| Low (YTD): |
2024-03-21 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.705 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.005 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.63% |
| Volatility 6M: |
|
193.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
