BVT Put 10.5 FTE 21.06.2024
/ DE000VU3M0U9
BVT Put 10.5 FTE 21.06.2024/ DE000VU3M0U9 /
| 2024-05-08 8:40:19 AM |
Chg.+0.040 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
10.50 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU3M0U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.13 |
| Parity: |
0.08 |
| Time value: |
0.47 |
| Break-even: |
9.96 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.07 |
| Spread %: |
14.89% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-9.32 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-30.43% |
| 1 Year |
|
|
-23.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.440 |
| 1M High / 1M Low: |
0.650 |
0.217 |
| 6M High / 6M Low: |
0.700 |
0.217 |
| High (YTD): |
2024-04-16 |
0.650 |
| Low (YTD): |
2024-04-23 |
0.217 |
| 52W High: |
2023-08-03 |
1.100 |
| 52W Low: |
2024-04-23 |
0.217 |
| Avg. price 1W: |
|
0.465 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.614 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
348.18% |
| Volatility 6M: |
|
193.66% |
| Volatility 1Y: |
|
151.03% |
| Volatility 3Y: |
|
- |
