BVT Put 44 PUM 21.06.2024
/ DE000VU9ENR8
BVT Put 44 PUM 21.06.2024/ DE000VU9ENR8 /
| 2024-06-03 5:08:55 PM |
Chg.-0.009 |
Bid5:19:36 PM |
Ask5:19:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
-22.50% |
0.031
Bid Size: 42,000 |
0.041
Ask Size: 42,000 |
PUMA SE |
44.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9ENR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PUMA SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-103.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
-0.36 |
| Time value: |
0.05 |
| Break-even: |
43.54 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
4.16 |
| Spread abs.: |
0.01 |
| Spread %: |
27.78% |
| Delta: |
-0.18 |
| Theta: |
-0.03 |
| Omega: |
-18.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.031 |
| High: |
0.034 |
| Low: |
0.028 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-87.08% |
| 3 Months |
|
|
-93.54% |
| YTD |
|
|
-87.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.030 |
| 1M High / 1M Low: |
0.240 |
0.030 |
| 6M High / 6M Low: |
0.820 |
0.030 |
| High (YTD): |
2024-01-31 |
0.820 |
| Low (YTD): |
2024-05-28 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.367 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
455.49% |
| Volatility 6M: |
|
249.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
