BVT Put 80 NEM 21.06.2024
/ DE000VM5MZJ0
BVT Put 80 NEM 21.06.2024/ DE000VM5MZJ0 /
| 2024-05-02 10:34:12 AM |
Chg.+0.070 |
Bid1:05:02 PM |
Ask1:05:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+22.58% |
0.400
Bid Size: 38,000 |
0.410
Ask Size: 38,000 |
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: |
-23.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
-0.36 |
| Time value: |
0.35 |
| Break-even: |
76.50 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.03 |
| Spread %: |
9.38% |
| Delta: |
-0.35 |
| Theta: |
-0.05 |
| Omega: |
-8.38 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.32% |
| 1 Month |
|
|
+40.74% |
| 3 Months |
|
|
-34.48% |
| YTD |
|
|
-55.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.310 |
| 1M High / 1M Low: |
0.530 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-05 |
1.070 |
| Low (YTD): |
2024-03-27 |
0.177 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
