BVT Put 70 NEM 21.06.2024
/ DE000VD1ZW98
BVT Put 70 NEM 21.06.2024/ DE000VD1ZW98 /
| 2024-05-02 8:21:03 AM |
Chg.+0.003 |
Bid9:40:16 AM |
Ask9:40:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.139EUR |
+2.21% |
0.173
Bid Size: 38,000 |
0.183
Ask Size: 38,000 |
NEMETSCHEK SE O.N. |
70.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VD1ZW9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-56.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.29 |
| Parity: |
-1.36 |
| Time value: |
0.15 |
| Break-even: |
68.53 |
| Moneyness: |
0.84 |
| Premium: |
0.18 |
| Premium p.a.: |
2.34 |
| Spread abs.: |
0.01 |
| Spread %: |
7.30% |
| Delta: |
-0.15 |
| Theta: |
-0.04 |
| Omega: |
-8.79 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.139 |
| High: |
0.139 |
| Low: |
0.139 |
| Previous Close: |
0.136 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.46% |
| 1 Month |
|
|
+10.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.184 |
0.136 |
| 1M High / 1M Low: |
0.240 |
0.094 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
