BVT Put 58 BOSS 21.06.2024
/ DE000VU9ERY5
BVT Put 58 BOSS 21.06.2024/ DE000VU9ERY5 /
| 2024-05-02 3:06:38 PM |
Chg.+0.330 |
Bid4:01:49 PM |
Ask4:01:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+37.50% |
1.260
Bid Size: 51,000 |
1.270
Ask Size: 51,000 |
HUGO BOSS AG NA O.N. |
58.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9ERY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HUGO BOSS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
58.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.30 |
| Parity: |
0.75 |
| Time value: |
0.22 |
| Break-even: |
48.30 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.06 |
| Spread %: |
6.59% |
| Delta: |
-0.66 |
| Theta: |
-0.04 |
| Omega: |
-3.42 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.820 |
| High: |
1.250 |
| Low: |
0.820 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.44% |
| 1 Month |
|
|
+70.42% |
| 3 Months |
|
|
+157.45% |
| YTD |
|
|
+490.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.830 |
| 1M High / 1M Low: |
1.060 |
0.710 |
| 6M High / 6M Low: |
1.060 |
0.179 |
| High (YTD): |
2024-04-16 |
1.060 |
| Low (YTD): |
2024-01-12 |
0.182 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.876 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.445 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.46% |
| Volatility 6M: |
|
301.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
