BVT Put 68 NET 21.06.2024
/ DE000VM58C99
BVT Put 68 NET 21.06.2024/ DE000VM58C99 /
| 2024-05-16 8:38:39 AM |
Chg.-0.024 |
Bid9:30:56 AM |
Ask9:30:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.129EUR |
-15.69% |
0.118
Bid Size: 22,000 |
0.128
Ask Size: 22,000 |
Cloudflare Inc |
68.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM58C9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-47.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.50 |
| Parity: |
-0.57 |
| Time value: |
0.14 |
| Break-even: |
61.02 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
1.76 |
| Spread abs.: |
0.01 |
| Spread %: |
7.52% |
| Delta: |
-0.24 |
| Theta: |
-0.04 |
| Omega: |
-11.25 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.129 |
| High: |
0.129 |
| Low: |
0.129 |
| Previous Close: |
0.153 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.25% |
| 1 Month |
|
|
-31.38% |
| 3 Months |
|
|
-20.86% |
| YTD |
|
|
-71.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.153 |
| 1M High / 1M Low: |
0.320 |
0.153 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
0.630 |
| Low (YTD): |
2024-04-10 |
0.121 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.191 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
