BVT Put 80 NEM 21.06.2024
/ DE000VM5MZJ0
BVT Put 80 NEM 21.06.2024/ DE000VM5MZJ0 /
| 2024-05-16 8:06:50 PM |
Chg.-0.015 |
Bid9:55:13 PM |
Ask9:55:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.133EUR |
-10.14% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
80.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VM5MZJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-56.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
-0.75 |
| Time value: |
0.15 |
| Break-even: |
78.46 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.01 |
| Spread %: |
6.94% |
| Delta: |
-0.22 |
| Theta: |
-0.04 |
| Omega: |
-12.47 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.122 |
| High: |
0.133 |
| Low: |
0.104 |
| Previous Close: |
0.148 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.15% |
| 1 Month |
|
|
-63.06% |
| 3 Months |
|
|
-72.86% |
| YTD |
|
|
-84.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.133 |
| 1M High / 1M Low: |
0.530 |
0.133 |
| 6M High / 6M Low: |
1.070 |
0.133 |
| High (YTD): |
2024-01-05 |
1.070 |
| Low (YTD): |
2024-05-16 |
0.133 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.195 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.563 |
| Avg. volume 6M: |
|
241.935 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.77% |
| Volatility 6M: |
|
173.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
