BVT Put 12 FTE 21.06.2024
/ DE000VU51XL1
BVT Put 12 FTE 21.06.2024/ DE000VU51XL1 /
| 2024-05-08 7:54:45 PM |
Chg.-0.050 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
-2.63% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
12.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU51XL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.13 |
| Parity: |
1.58 |
| Time value: |
0.43 |
| Break-even: |
10.00 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.09 |
| Spread %: |
4.71% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-3.50 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.860 |
| High: |
1.860 |
| Low: |
1.820 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.60% |
| 1 Month |
|
|
+9.47% |
| 3 Months |
|
|
+10.78% |
| YTD |
|
|
-5.13% |
| 1 Year |
|
|
+35.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.870 |
| 1M High / 1M Low: |
1.960 |
1.240 |
| 6M High / 6M Low: |
1.960 |
1.050 |
| High (YTD): |
2024-04-15 |
1.960 |
| Low (YTD): |
2024-01-23 |
1.050 |
| 52W High: |
2023-08-07 |
2.260 |
| 52W Low: |
2024-01-23 |
1.050 |
| Avg. price 1W: |
|
1.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.550 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.656 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
141.37% |
| Volatility 6M: |
|
100.90% |
| Volatility 1Y: |
|
86.20% |
| Volatility 3Y: |
|
- |
