BVT Put 0.7 AUD/USD 21.06.2024
/ DE000VU16YS7
BVT Put 0.7 AUD/USD 21.06.2024/ DE000VU16YS7 /
| 5/17/2024 9:07:27 PM |
Chg.-0.14 |
Bid10:00:02 PM |
Ask10:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
-4.84% |
-
Bid Size: - |
-
Ask Size: - |
- |
0.70 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VU16YS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.70 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
1/16/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-21.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.96 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.09 |
| Parity: |
2.96 |
| Time value: |
-0.04 |
| Break-even: |
0.61 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
-0.85 |
| Theta: |
0.00 |
| Omega: |
-17.81 |
| Rho: |
0.00 |
Quote data
| Open: |
2.99 |
| High: |
3.15 |
| Low: |
2.75 |
| Previous Close: |
2.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.18% |
| 1 Month |
|
|
-46.81% |
| 3 Months |
|
|
-34.37% |
| YTD |
|
|
+9.56% |
| 1 Year |
|
|
-33.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.58 |
2.79 |
| 1M High / 1M Low: |
5.36 |
2.79 |
| 6M High / 6M Low: |
5.39 |
2.25 |
| High (YTD): |
4/16/2024 |
5.39 |
| Low (YTD): |
1/2/2024 |
2.76 |
| 52W High: |
10/3/2023 |
6.39 |
| 52W Low: |
12/27/2023 |
2.25 |
| Avg. price 1W: |
|
3.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
127.74% |
| Volatility 6M: |
|
120.26% |
| Volatility 1Y: |
|
111.21% |
| Volatility 3Y: |
|
- |
