BVT Put 115 ILU 21.06.2024
/ DE000VM3TLB7
BVT Put 115 ILU 21.06.2024/ DE000VM3TLB7 /
| 2024-06-05 8:49:03 AM |
Chg.- |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
115.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TLB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.37 |
| Parity: |
0.97 |
| Time value: |
0.37 |
| Break-even: |
101.60 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
1.61 |
| Spread abs.: |
0.09 |
| Spread %: |
7.20% |
| Delta: |
-0.66 |
| Theta: |
-0.25 |
| Omega: |
-5.18 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.79% |
| 1 Month |
|
|
+49.40% |
| 3 Months |
|
|
+129.63% |
| YTD |
|
|
+47.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.10 |
| 1M High / 1M Low: |
1.43 |
0.57 |
| 6M High / 6M Low: |
1.75 |
0.41 |
| High (YTD): |
2024-05-30 |
1.43 |
| Low (YTD): |
2024-03-28 |
0.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.40% |
| Volatility 6M: |
|
197.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
