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BVT Put 100 DIS 21.06.2024/  DE000VU1SN35  /

Frankfurt Zert./VONT
2024-06-11  8:00:30 PM Chg.+0.020 Bid9:33:37 AM Ask9:33:37 AM Underlying Strike price Expiration date Option type
0.082EUR +32.26% 0.094
Bid Size: 27,000		 0.104
Ask Size: 27,000		 Walt Disney Co 100.00 USD 2024-06-21 Put
 

Master data

WKN: VU1SN3
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 2024-06-21
Issue date: 2023-01-06
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: -153.96
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -0.25
Time value: 0.06
Break-even: 92.29
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 2.29
Spread abs.: 0.01
Spread %: 19.23%
Delta: -0.25
Theta: -0.06
Omega: -38.38
Rho: -0.01
 

Quote data

Open: 0.056
High: 0.082
Low: 0.056
Previous Close: 0.062
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.33%
1 Month  
+17.14%
3 Months
  -16.33%
YTD
  -84.23%
1 Year
  -82.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.062
1M High / 1M Low: 0.152 0.062
6M High / 6M Low: 0.550 0.034
High (YTD): 2024-01-11 0.550
Low (YTD): 2024-03-28 0.034
52W High: 2023-10-04 0.720
52W Low: 2024-03-28 0.034
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.213
Avg. volume 6M:   0.000
Avg. price 1Y:   0.394
Avg. volume 1Y:   0.000
Volatility 1M:   487.70%
Volatility 6M:   329.22%
Volatility 1Y:   237.22%
Volatility 3Y:   -