BVT Put 34 HPQ 21.06.2024
/ DE000VU907B4
BVT Put 34 HPQ 21.06.2024/ DE000VU907B4 /
| 2024-05-30 8:51:55 AM |
Chg.-0.042 |
Bid9:54:07 PM |
Ask9:54:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.128EUR |
-24.71% |
0.012
Bid Size: 89,000 |
0.022
Ask Size: 89,000 |
HP Inc |
34.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU907B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HP Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.22 |
| Parity: |
0.11 |
| Time value: |
0.16 |
| Break-even: |
28.78 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.06 |
| Spread %: |
31.07% |
| Delta: |
-0.54 |
| Theta: |
-0.05 |
| Omega: |
-6.10 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.128 |
| High: |
0.128 |
| Low: |
0.128 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.86% |
| 1 Month |
|
|
-76.73% |
| 3 Months |
|
|
-79.02% |
| YTD |
|
|
-67.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.206 |
0.170 |
| 1M High / 1M Low: |
0.580 |
0.170 |
| 6M High / 6M Low: |
0.620 |
0.170 |
| High (YTD): |
2024-04-19 |
0.620 |
| Low (YTD): |
2024-05-29 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.185 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.362 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.447 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.26% |
| Volatility 6M: |
|
120.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
