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BVT Put 3.8 NOA3 20.06.2024/  DE000VU1YL47  /

EUWAX
2024-05-31  8:23:55 AM Chg.-0.090 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.240EUR -27.27% -
Bid Size: -		 -
Ask Size: -		 NOKIA OYJ EO-,06 3.80 EUR 2024-06-20 Put
 

Master data

WKN: VU1YL4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NOKIA OYJ EO-,06
Type: Warrant
Option type: Put
Strike price: 3.80 EUR
Maturity: 2024-06-20
Issue date: 2023-01-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -10.56
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.21
Implied volatility: 0.67
Historic volatility: 0.27
Parity: 0.21
Time value: 0.13
Break-even: 3.46
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.99
Spread abs.: 0.11
Spread %: 47.83%
Delta: -0.61
Theta: -0.01
Omega: -6.45
Rho: 0.00
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -41.46%
3 Months
  -60.66%
YTD
  -70.73%
1 Year
  -45.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.240
1M High / 1M Low: 0.410 0.230
6M High / 6M Low: 1.030 0.230
High (YTD): 2024-01-22 0.770
Low (YTD): 2024-05-23 0.230
52W High: 2023-12-05 1.030
52W Low: 2024-05-23 0.230
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.311
Avg. volume 1M:   0.000
Avg. price 6M:   0.583
Avg. volume 6M:   0.000
Avg. price 1Y:   0.550
Avg. volume 1Y:   0.000
Volatility 1M:   220.52%
Volatility 6M:   145.29%
Volatility 1Y:   126.89%
Volatility 3Y:   -