BVT Put 540 NFC 21.06.2024
/ DE000VD08240
BVT Put 540 NFC 21.06.2024/ DE000VD08240 /
2024-05-27 12:37:44 PM |
Chg.-0.032 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
-48.48% |
- Bid Size: - |
- Ask Size: - |
NETFLIX INC. DL... |
540.00 - |
2024-06-21 |
Put |
Master data
WKN: |
VD0824 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
NETFLIX INC. DL-,001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
540.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-01 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-903.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.32 |
Parity: |
-5.63 |
Time value: |
0.07 |
Break-even: |
539.34 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
2.79 |
Spread abs.: |
0.02 |
Spread %: |
57.14% |
Delta: |
-0.04 |
Theta: |
-0.06 |
Omega: |
-39.46 |
Rho: |
-0.02 |
Quote data
Open: |
0.034 |
High: |
0.034 |
Low: |
0.034 |
Previous Close: |
0.066 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-74.63% |
1 Month |
|
|
-97.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.134 |
0.054 |
1M High / 1M Low: |
1.450 |
0.054 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.077 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.472 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
274.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |