BVT Put 46 PUM 21.06.2024
/ DE000VU9ENU2
BVT Put 46 PUM 21.06.2024/ DE000VU9ENU2 /
| 2024-06-03 6:13:13 PM |
Chg.-0.018 |
Bid7:22:59 PM |
Ask7:22:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-21.95% |
0.064
Bid Size: 10,000 |
0.074
Ask Size: 10,000 |
PUMA SE |
46.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9ENU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PUMA SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-54.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.38 |
| Parity: |
-0.16 |
| Time value: |
0.09 |
| Break-even: |
45.12 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.01 |
| Spread %: |
18.92% |
| Delta: |
-0.32 |
| Theta: |
-0.04 |
| Omega: |
-17.46 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.063 |
| High: |
0.067 |
| Low: |
0.058 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-81.71% |
| 3 Months |
|
|
-89.68% |
| YTD |
|
|
-79.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.104 |
0.068 |
| 1M High / 1M Low: |
0.350 |
0.060 |
| 6M High / 6M Low: |
0.990 |
0.060 |
| High (YTD): |
2024-01-31 |
0.990 |
| Low (YTD): |
2024-05-20 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.473 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
403.75% |
| Volatility 6M: |
|
226.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
