BVT Put 145 AMAT 21.06.2024
/ DE000VU9CYP3
BVT Put 145 AMAT 21.06.2024/ DE000VU9CYP3 /
| 2024-05-21 8:28:50 AM |
Chg.-0.003 |
Bid7:42:22 PM |
Ask7:42:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
-50.00% |
0.007
Bid Size: 40,000 |
0.061
Ask Size: 40,000 |
Applied Materials In... |
145.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9CYP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-332.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.31 |
| Parity: |
-6.90 |
| Time value: |
0.06 |
| Break-even: |
132.90 |
| Moneyness: |
0.66 |
| Premium: |
0.34 |
| Premium p.a.: |
31.43 |
| Spread abs.: |
0.06 |
| Spread %: |
1,933.33% |
| Delta: |
-0.03 |
| Theta: |
-0.05 |
| Omega: |
-9.94 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.003 |
| High: |
0.003 |
| Low: |
0.003 |
| Previous Close: |
0.006 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-78.57% |
| 1 Month |
|
|
-96.70% |
| 3 Months |
|
|
-98.68% |
| YTD |
|
|
-99.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.014 |
0.001 |
| 1M High / 1M Low: |
0.103 |
0.001 |
| 6M High / 6M Low: |
1.200 |
0.001 |
| High (YTD): |
2024-01-05 |
1.020 |
| Low (YTD): |
2024-05-17 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,867.71% |
| Volatility 6M: |
|
754.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
