BVT Put 3.4 NOA3 20.06.2024
/ DE000VU1YL39
BVT Put 3.4 NOA3 20.06.2024/ DE000VU1YL39 /
2024-05-20 4:44:18 PM |
Chg.-0.009 |
Bid6:23:27 PM |
Ask6:23:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
-17.65% |
0.045 Bid Size: 10,000 |
0.079 Ask Size: 10,000 |
NOKIA OYJ EO-,06 |
3.40 EUR |
2024-06-20 |
Put |
Master data
WKN: |
VU1YL3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
NOKIA OYJ EO-,06 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.40 EUR |
Maturity: |
2024-06-20 |
Issue date: |
2023-01-10 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-44.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.27 |
Parity: |
-0.20 |
Time value: |
0.08 |
Break-even: |
3.32 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
1.39 |
Spread abs.: |
0.03 |
Spread %: |
53.85% |
Delta: |
-0.29 |
Theta: |
0.00 |
Omega: |
-12.87 |
Rho: |
0.00 |
Quote data
Open: |
0.047 |
High: |
0.047 |
Low: |
0.042 |
Previous Close: |
0.051 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-48.15% |
1 Month |
|
|
-81.74% |
3 Months |
|
|
-86.45% |
YTD |
|
|
-91.25% |
1 Year |
|
|
-86.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.086 |
0.051 |
1M High / 1M Low: |
0.140 |
0.051 |
6M High / 6M Low: |
0.660 |
0.051 |
High (YTD): |
2024-01-03 |
0.450 |
Low (YTD): |
2024-05-17 |
0.051 |
52W High: |
2023-12-05 |
0.660 |
52W Low: |
2024-05-17 |
0.051 |
Avg. price 1W: |
|
0.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.103 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.305 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.303 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
173.62% |
Volatility 6M: |
|
186.98% |
Volatility 1Y: |
|
154.97% |
Volatility 3Y: |
|
- |