BVT Put 33 CRIN 20.06.2024
/ DE000VD16102
BVT Put 33 CRIN 20.06.2024/ DE000VD16102 /
| 2024-06-03 4:56:48 PM |
Chg.-0.029 |
Bid7:17:13 PM |
Ask7:17:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.145EUR |
-16.67% |
0.146
Bid Size: 10,000 |
0.158
Ask Size: 10,000 |
UNICREDIT |
33.00 EUR |
2024-06-20 |
Put |
Master data
| WKN: |
VD1610 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
33.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-160.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
-3.39 |
| Time value: |
0.23 |
| Break-even: |
32.77 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
6.63 |
| Spread abs.: |
0.06 |
| Spread %: |
39.26% |
| Delta: |
-0.13 |
| Theta: |
-0.02 |
| Omega: |
-20.84 |
| Rho: |
0.00 |
Quote data
| Open: |
0.130 |
| High: |
0.145 |
| Low: |
0.130 |
| Previous Close: |
0.174 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.68% |
| 1 Month |
|
|
-87.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.229 |
0.169 |
| 1M High / 1M Low: |
1.140 |
0.169 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.203 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
