BVT Put 98 ILMN 21.06.2024
/ DE000VM3TLA9
BVT Put 98 ILMN 21.06.2024/ DE000VM3TLA9 /
| 2024-06-03 8:46:18 AM |
Chg.-0.125 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.215EUR |
-36.76% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
98.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TLA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
98.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.36 |
| Parity: |
-0.58 |
| Time value: |
0.24 |
| Break-even: |
87.90 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
4.25 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
-0.29 |
| Theta: |
-0.11 |
| Omega: |
-11.53 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.215 |
| High: |
0.215 |
| Low: |
0.215 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.57% |
| 1 Month |
|
|
-10.42% |
| 3 Months |
|
|
+11.98% |
| YTD |
|
|
-51.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.180 |
| 1M High / 1M Low: |
0.370 |
0.111 |
| 6M High / 6M Low: |
1.080 |
0.111 |
| High (YTD): |
2024-01-05 |
0.650 |
| Low (YTD): |
2024-05-17 |
0.111 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
440.40% |
| Volatility 6M: |
|
274.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
