BVT Put 125 ILMN 21.06.2024
/ DE000VM3TMW1
BVT Put 125 ILMN 21.06.2024/ DE000VM3TMW1 /
| 2024-06-03 8:46:19 AM |
Chg.-0.31 |
Bid10:00:06 AM |
Ask10:00:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
-13.72% |
2.00
Bid Size: 9,000 |
2.10
Ask Size: 9,000 |
Illumina Inc |
125.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TMW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 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: |
-4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.36 |
| Parity: |
1.91 |
| Time value: |
0.08 |
| Break-even: |
95.28 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
-0.86 |
| Theta: |
-0.08 |
| Omega: |
-4.14 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
2.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.55% |
| 1 Month |
|
|
+63.87% |
| 3 Months |
|
|
+156.58% |
| YTD |
|
|
+68.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
1.74 |
| 1M High / 1M Low: |
2.31 |
1.06 |
| 6M High / 6M Low: |
2.31 |
0.68 |
| High (YTD): |
2024-05-30 |
2.31 |
| Low (YTD): |
2024-03-28 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.17% |
| Volatility 6M: |
|
164.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
