BVT Put 68 SHOP 21.06.2024
/ DE000VU911A8
BVT Put 68 SHOP 21.06.2024/ DE000VU911A8 /
| 2024-06-03 10:21:39 AM |
Chg.-0.110 |
Bid11:40:06 AM |
Ask11:40:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-12.09% |
0.790
Bid Size: 8,000 |
0.820
Ask Size: 8,000 |
Shopify Inc |
68.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU911A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Shopify Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
0.82 |
| Time value: |
0.02 |
| Break-even: |
54.26 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
-0.88 |
| Theta: |
-0.03 |
| Omega: |
-5.69 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.79% |
| 1 Month |
|
|
+122.22% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.910 |
| 1M High / 1M Low: |
1.010 |
0.250 |
| 6M High / 6M Low: |
1.010 |
0.250 |
| High (YTD): |
2024-05-27 |
1.010 |
| Low (YTD): |
2024-05-07 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.815 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.538 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
667.06% |
| Volatility 6M: |
|
297.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
