BVT Put 115 NKE 17.05.2024
/ DE000VM7H3Y5
BVT Put 115 NKE 17.05.2024/ DE000VM7H3Y5 /
| 2024-05-14 8:28:23 AM |
Chg.-0.14 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
-6.36% |
-
Bid Size: - |
-
Ask Size: - |
Nike Inc |
115.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
VM7H3Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Nike Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.25 |
| Parity: |
2.06 |
| Time value: |
0.01 |
| Break-even: |
85.86 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
-0.97 |
| Theta: |
-0.08 |
| Omega: |
-4.04 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
2.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.49% |
| 1 Month |
|
|
-2.83% |
| 3 Months |
|
|
+85.59% |
| YTD |
|
|
+142.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.97 |
| 1M High / 1M Low: |
2.21 |
1.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-11 |
2.41 |
| Low (YTD): |
2024-02-13 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
