BVT Put 72 NEE 21.06.2024
/ DE000VU9CR98
BVT Put 72 NEE 21.06.2024/ DE000VU9CR98 /
2024-05-15 8:28:52 AM |
Chg.-0.017 |
Bid8:57:36 PM |
Ask8:57:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.107EUR |
-13.71% |
0.075 Bid Size: 58,000 |
0.085 Ask Size: 58,000 |
NextEra Energy Inc |
72.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VU9CR9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
72.00 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: |
-51.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-0.32 |
Time value: |
0.14 |
Break-even: |
65.23 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.01 |
Spread %: |
8.00% |
Delta: |
-0.29 |
Theta: |
-0.03 |
Omega: |
-15.03 |
Rho: |
-0.02 |
Quote data
Open: |
0.107 |
High: |
0.107 |
Low: |
0.107 |
Previous Close: |
0.124 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-52.86% |
1 Month |
|
|
-87.84% |
3 Months |
|
|
-92.96% |
YTD |
|
|
-90.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.227 |
0.135 |
1M High / 1M Low: |
1.000 |
0.135 |
6M High / 6M Low: |
1.590 |
0.135 |
High (YTD): |
2024-03-05 |
1.590 |
Low (YTD): |
2024-05-10 |
0.135 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.173 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.539 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.107 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.73% |
Volatility 6M: |
|
119.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |