BVT Put 65 BOSS 21.06.2024
/ DE000VU9RRM2
BVT Put 65 BOSS 21.06.2024/ DE000VU9RRM2 /
| 2024-06-03 8:18:13 AM |
Chg.-0.03 |
Bid9:03:42 AM |
Ask9:03:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
-1.85% |
1.57
Bid Size: 2,100 |
1.60
Ask Size: 2,100 |
HUGO BOSS AG NA O.N. |
65.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9RRM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HUGO BOSS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.31 |
| Parity: |
1.63 |
| Time value: |
0.04 |
| Break-even: |
48.30 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
3.73% |
| Delta: |
-0.89 |
| Theta: |
-0.05 |
| Omega: |
-2.58 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.59 |
| Previous Close: |
1.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.22% |
| 1 Month |
|
|
-12.15% |
| 3 Months |
|
|
+238.30% |
| YTD |
|
|
+307.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.62 |
| 1M High / 1M Low: |
1.89 |
1.47 |
| 6M High / 6M Low: |
1.89 |
0.33 |
| High (YTD): |
2024-05-08 |
1.89 |
| Low (YTD): |
2024-01-11 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.01% |
| Volatility 6M: |
|
234.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
