BVT Put 0.7 AUD/USD 21.06.2024
/ DE000VU16YS7
BVT Put 0.7 AUD/USD 21.06.2024/ DE000VU16YS7 /
| 2024-06-14 7:53:39 PM |
Chg.+0.220 |
Bid9:57:25 PM |
Ask9:57:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
+6.51% |
-
Bid Size: - |
-
Ask Size: - |
- |
0.70 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU16YS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.70 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-16 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-17.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
3.59 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.09 |
| Parity: |
3.59 |
| Time value: |
-0.01 |
| Break-even: |
0.62 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
-0.97 |
| Theta: |
0.00 |
| Omega: |
-16.67 |
| Rho: |
0.00 |
Quote data
| Open: |
3.560 |
| High: |
3.700 |
| Low: |
3.550 |
| Previous Close: |
3.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.01% |
| 1 Month |
|
|
+22.87% |
| 3 Months |
|
|
-7.46% |
| YTD |
|
|
+41.73% |
| 1 Year |
|
|
+29.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.660 |
2.790 |
| 1M High / 1M Low: |
3.790 |
2.790 |
| 6M High / 6M Low: |
5.480 |
2.250 |
| High (YTD): |
2024-04-16 |
5.480 |
| Low (YTD): |
2024-01-02 |
2.730 |
| 52W High: |
2023-10-03 |
6.410 |
| 52W Low: |
2023-12-27 |
2.250 |
| Avg. price 1W: |
|
3.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.770 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.213 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
170.27% |
| Volatility 6M: |
|
129.05% |
| Volatility 1Y: |
|
118.93% |
| Volatility 3Y: |
|
- |
