BVT Put 95 P911 17.05.2024
/ DE000VD2BN62
BVT Put 95 P911 17.05.2024/ DE000VD2BN62 /
| 2024-05-03 7:51:49 PM |
Chg.-0.050 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-4.31% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AG VZ |
95.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD2BN6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.26 |
| Parity: |
1.13 |
| Time value: |
0.05 |
| Break-even: |
83.20 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
5.36% |
| Delta: |
-0.86 |
| Theta: |
-0.07 |
| Omega: |
-6.08 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.120 |
| High: |
1.120 |
| Low: |
1.110 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+76.19% |
| 1 Month |
|
|
+192.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.800 |
| 1M High / 1M Low: |
1.160 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
