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BVT Put 12.5 FTE 21.06.2024/  DE000VU6QBB7  /

Frankfurt Zert./VONT
2024-05-07  8:02:14 PM Chg.+0.020 Bid9:50:04 AM Ask9:50:04 AM Underlying Strike price Expiration date Option type
2.400EUR +0.84% 2.320
Bid Size: 20,000		 2.330
Ask Size: 1,000		 ORANGE INH. ... 12.50 EUR 2024-06-21 Put
 

Master data

WKN: VU6QBB
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Put
Strike price: 12.50 EUR
Maturity: 2024-06-21
Issue date: 2023-05-02
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -4.17
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 2.08
Implied volatility: 0.79
Historic volatility: 0.13
Parity: 2.08
Time value: 0.43
Break-even: 10.00
Moneyness: 1.20
Premium: 0.04
Premium p.a.: 0.39
Spread abs.: 0.09
Spread %: 3.73%
Delta: -0.70
Theta: -0.01
Omega: -2.90
Rho: -0.01
 

Quote data

Open: 2.420
High: 2.420
Low: 2.350
Previous Close: 2.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+10.09%
3 Months  
+11.63%
YTD  
+0.42%
1 Year  
+39.53%
3 Years     -
5 Years     -
1W High / 1W Low: 2.400 2.380
1M High / 1M Low: 2.460 1.720
6M High / 6M Low: 2.460 1.470
High (YTD): 2024-04-15 2.460
Low (YTD): 2024-01-23 1.470
52W High: 2023-08-07 2.710
52W Low: 2024-01-23 1.470
Avg. price 1W:   2.388
Avg. volume 1W:   0.000
Avg. price 1M:   2.260
Avg. volume 1M:   0.000
Avg. price 6M:   2.014
Avg. volume 6M:   0.000
Avg. price 1Y:   2.093
Avg. volume 1Y:   0.000
Volatility 1M:   105.11%
Volatility 6M:   78.61%
Volatility 1Y:   69.97%
Volatility 3Y:   -