BVT Put 155 ABEC 14.06.2024
/ DE000VD5NK01
BVT Put 155 ABEC 14.06.2024/ DE000VD5NK01 /
| 2024-06-03 10:21:39 AM |
Chg.-0.009 |
Bid12:45:22 PM |
Ask12:45:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-42.86% |
0.012
Bid Size: 52,000 |
0.022
Ask Size: 52,000 |
ALPHABET INC.CL C DL... |
155.00 - |
2024-06-14 |
Put |
Master data
| WKN: |
VD5NK0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALPHABET INC.CL C DL-,001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 - |
| Maturity: |
2024-06-14 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-667.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.25 |
| Parity: |
-0.53 |
| Time value: |
0.02 |
| Break-even: |
154.76 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
2.08 |
| Spread abs.: |
0.01 |
| Spread %: |
71.43% |
| Delta: |
-0.11 |
| Theta: |
-0.04 |
| Omega: |
-72.28 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.012 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
