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BVT Put 4.2 NOA3 20.06.2024/  DE000VU1YLF2  /

EUWAX
2024-05-17  8:24:02 AM Chg.-0.030 Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
0.650EUR -4.41% -
Bid Size: -		 -
Ask Size: -		 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: -4.78
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.61
Implied volatility: 0.80
Historic volatility: 0.27
Parity: 0.61
Time value: 0.14
Break-even: 3.45
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.49
Spread abs.: 0.12
Spread %: 19.05%
Delta: -0.70
Theta: 0.00
Omega: -3.32
Rho: 0.00
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -40.37%
3 Months
  -32.99%
YTD
  -44.92%
1 Year
  -9.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.600
1M High / 1M Low: 1.130 0.600
6M High / 6M Low: 1.420 0.600
High (YTD): 2024-01-22 1.140
Low (YTD): 2024-05-15 0.600
52W High: 2023-12-05 1.420
52W Low: 2023-07-03 0.560
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.799
Avg. volume 1M:   0.000
Avg. price 6M:   0.978
Avg. volume 6M:   0.000
Avg. price 1Y:   0.879
Avg. volume 1Y:   0.000
Volatility 1M:   113.49%
Volatility 6M:   93.53%
Volatility 1Y:   89.68%
Volatility 3Y:   -