OverviewChartNewsTraderScreen

BVT Put 110 P911 21.06.2024/  DE000VU14721  /

Frankfurt Zert./VONT
2024-06-20  10:20:25 AM Chg.-0.070 Bid10:47:38 AM Ask10:47:38 AM Underlying Strike price Expiration date Option type
4.080EUR -1.69% 4.080
Bid Size: 46,000		 4.090
Ask Size: 46,000		 Porsche AG Vz 110.00 EUR 2024-06-21 Put
 

Master data

WKN: VU1472
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Porsche AG Vz
Type: Warrant
Option type: Put
Strike price: 110.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-13
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.63
Leverage: Yes

Calculated values

Fair value: 4.15
Intrinsic value: 4.15
Implied volatility: 5.62
Historic volatility: 0.27
Parity: 4.15
Time value: 0.06
Break-even: 67.90
Moneyness: 1.61
Premium: 0.01
Premium p.a.: 18.56
Spread abs.: 0.05
Spread %: 1.20%
Delta: -0.93
Theta: -1.36
Omega: -1.51
Rho: 0.00
 

Quote data

Open: 4.080
High: 4.080
Low: 4.080
Previous Close: 4.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.77%
1 Month  
+31.61%
3 Months  
+126.67%
YTD  
+34.21%
1 Year  
+281.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.150 3.920
1M High / 1M Low: 4.150 3.100
6M High / 6M Low: 4.150 1.660
High (YTD): 2024-06-19 4.150
Low (YTD): 2024-04-11 1.660
52W High: 2024-06-19 4.150
52W Low: 2023-07-14 0.870
Avg. price 1W:   4.018
Avg. volume 1W:   0.000
Avg. price 1M:   3.675
Avg. volume 1M:   0.000
Avg. price 6M:   2.900
Avg. volume 6M:   0.000
Avg. price 1Y:   2.315
Avg. volume 1Y:   0.000
Volatility 1M:   48.02%
Volatility 6M:   81.40%
Volatility 1Y:   85.87%
Volatility 3Y:   -