BVT Put 140 VOW3 21.06.2024
/ DE000VD23CE5
BVT Put 140 VOW3 21.06.2024/ DE000VD23CE5 /
2024-05-28 8:54:48 AM |
Chg.0.000 |
Bid1:05:01 PM |
Ask1:05:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
0.00% |
0.990 Bid Size: 62,000 |
1.000 Ask Size: 62,000 |
VOLKSWAGEN AG VZO O.... |
140.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
VD23CE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-02 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-12.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.93 |
Intrinsic value: |
1.96 |
Implied volatility: |
- |
Historic volatility: |
0.21 |
Parity: |
1.96 |
Time value: |
-0.96 |
Break-even: |
130.00 |
Moneyness: |
1.16 |
Premium: |
-0.08 |
Premium p.a.: |
-0.72 |
Spread abs.: |
0.01 |
Spread %: |
1.01% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.990 |
Previous Close: |
0.990 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+3.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.990 |
1M High / 1M Low: |
0.990 |
0.960 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.990 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.986 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
9.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |