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BVT Put 3.8 NOA3 20.06.2024/  DE000VU1YL47  /

EUWAX
2024-05-20  8:23:53 AM Chg.-0.020 Bid12:23:50 PM Ask12:23:50 PM Underlying Strike price Expiration date Option type
0.270EUR -6.90% 0.280
Bid Size: 77,000		 0.300
Ask Size: 77,000		 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: -9.72
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.20
Implied volatility: 0.61
Historic volatility: 0.27
Parity: 0.20
Time value: 0.17
Break-even: 3.43
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.70
Spread abs.: 0.10
Spread %: 37.04%
Delta: -0.58
Theta: 0.00
Omega: -5.64
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.03%
1 Month
  -57.81%
3 Months
  -54.24%
YTD
  -67.07%
1 Year
  -42.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.280
1M High / 1M Low: 0.530 0.280
6M High / 6M Low: 1.030 0.280
High (YTD): 2024-01-22 0.770
Low (YTD): 2024-05-15 0.280
52W High: 2023-12-05 1.030
52W Low: 2024-05-15 0.280
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.378
Avg. volume 1M:   0.000
Avg. price 6M:   0.612
Avg. volume 6M:   0.000
Avg. price 1Y:   0.558
Avg. volume 1Y:   0.000
Volatility 1M:   163.85%
Volatility 6M:   133.31%
Volatility 1Y:   117.00%
Volatility 3Y:   -