BVT Put 70 NEE 21.06.2024
/ DE000VU9CSF6
BVT Put 70 NEE 21.06.2024/ DE000VU9CSF6 /
| 2024-05-22 8:29:14 AM |
Chg.-0.017 |
Bid4:06:01 PM |
Ask4:06:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
-37.78% |
0.029
Bid Size: 56,000 |
0.039
Ask Size: 56,000 |
NextEra Energy Inc |
70.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9CSF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-181.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.64 |
| Time value: |
0.04 |
| Break-even: |
64.10 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
2.04 |
| Spread abs.: |
0.01 |
| Spread %: |
34.48% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-22.28 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.58% |
| 1 Month |
|
|
-95.33% |
| 3 Months |
|
|
-97.70% |
| YTD |
|
|
-96.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.043 |
| 1M High / 1M Low: |
0.600 |
0.043 |
| 6M High / 6M Low: |
1.400 |
0.043 |
| High (YTD): |
2024-03-05 |
1.400 |
| Low (YTD): |
2024-05-20 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.895 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.85% |
| Volatility 6M: |
|
152.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
