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BVT Put 4.2 NOA3 20.06.2024/  DE000VU1YLF2  /

Frankfurt Zert./VONT
2024-05-20  7:51:00 PM Chg.+0.050 Bid8:08:00 PM Ask8:08:00 PM Underlying Strike price Expiration date Option type
0.670EUR +8.06% 0.680
Bid Size: 4,500		 0.800
Ask Size: 4,500		 NOKIA OYJ EO-,06 4.20 EUR 2024-06-20 Put
 

Master data

WKN: VU1YLF
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NOKIA OYJ EO-,06
Type: Warrant
Option type: Put
Strike price: 4.20 EUR
Maturity: 2024-06-20
Issue date: 2023-01-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -4.86
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.60
Implied volatility: 0.83
Historic volatility: 0.27
Parity: 0.60
Time value: 0.14
Break-even: 3.46
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.55
Spread abs.: 0.12
Spread %: 19.35%
Delta: -0.70
Theta: 0.00
Omega: -3.38
Rho: 0.00
 

Quote data

Open: 0.610
High: 0.670
Low: 0.610
Previous Close: 0.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.90%
1 Month
  -28.72%
3 Months
  -31.63%
YTD
  -42.74%
1 Year
  -4.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.620
1M High / 1M Low: 0.810 0.620
6M High / 6M Low: 1.400 0.620
High (YTD): 2024-01-24 1.130
Low (YTD): 2024-05-17 0.620
52W High: 2023-12-05 1.400
52W Low: 2023-07-03 0.560
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.728
Avg. volume 1M:   0.000
Avg. price 6M:   0.970
Avg. volume 6M:   0.000
Avg. price 1Y:   0.877
Avg. volume 1Y:   0.000
Volatility 1M:   69.31%
Volatility 6M:   93.51%
Volatility 1Y:   90.97%
Volatility 3Y:   -