BVT Put 135 ILU 21.06.2024
/ DE000VM3TM06
BVT Put 135 ILU 21.06.2024/ DE000VM3TM06 /
| 05/06/2024 08:49:06 |
Chg.- |
Bid20:00:04 |
Ask20:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
135.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
VM3TM0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
05/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
- |
| Historic volatility: |
0.37 |
| Parity: |
3.34 |
| Time value: |
-0.20 |
| Break-even: |
103.60 |
| Moneyness: |
1.33 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.92 |
| Spread abs.: |
0.10 |
| Spread %: |
3.29% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
2.87 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+51.50% |
| 3 Months |
|
|
+96.75% |
| YTD |
|
|
+98.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.24 |
2.26 |
| 6M High / 6M Low: |
3.24 |
1.00 |
| High (YTD): |
30/05/2024 |
3.24 |
| Low (YTD): |
16/02/2024 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.69% |
| Volatility 6M: |
|
144.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
