BVT Put 98 ILMN 21.06.2024
/ DE000VM3TLA9
BVT Put 98 ILMN 21.06.2024/ DE000VM3TLA9 /
| 2024-05-22 8:49:00 AM |
Chg.-0.010 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
-
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: |
-51.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.37 |
| Parity: |
-0.89 |
| Time value: |
0.19 |
| Break-even: |
88.35 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
2.52 |
| Spread abs.: |
0.02 |
| Spread %: |
11.49% |
| Delta: |
-0.22 |
| Theta: |
-0.07 |
| Omega: |
-11.47 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.92% |
| 1 Month |
|
|
-34.62% |
| 3 Months |
|
|
-29.17% |
| YTD |
|
|
-61.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.111 |
| 1M High / 1M Low: |
0.270 |
0.111 |
| 6M High / 6M Low: |
1.470 |
0.111 |
| High (YTD): |
2024-01-05 |
0.650 |
| Low (YTD): |
2024-05-17 |
0.111 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
374.38% |
| Volatility 6M: |
|
253.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
