BVT Put 11.5 FTE 21.06.2024
/ DE000VU3SLG8
BVT Put 11.5 FTE 21.06.2024/ DE000VU3SLG8 /
| 09/05/2024 08:11:33 |
Chg.-0.08 |
Bid20:40:00 |
Ask20:40:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-5.63% |
1.27
Bid Size: 2,400 |
1.36
Ask Size: 2,400 |
ORANGE INH. ... |
11.50 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
VU3SLG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.13 |
| Parity: |
0.98 |
| Time value: |
0.42 |
| Break-even: |
10.10 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.09 |
| Spread %: |
6.87% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-4.74 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.74% |
| 1 Month |
|
|
+9.84% |
| 3 Months |
|
|
+7.20% |
| YTD |
|
|
-6.94% |
| 1 Year |
|
|
+26.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.35 |
| 1M High / 1M Low: |
1.53 |
0.80 |
| 6M High / 6M Low: |
1.53 |
0.67 |
| High (YTD): |
16/04/2024 |
1.53 |
| Low (YTD): |
23/01/2024 |
0.67 |
| 52W High: |
03/08/2023 |
1.86 |
| 52W Low: |
23/01/2024 |
0.67 |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
178.60% |
| Volatility 6M: |
|
126.14% |
| Volatility 1Y: |
|
106.39% |
| Volatility 3Y: |
|
- |
