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BVT Put 145 VOW3 21.06.2024/  DE000VU4AC50  /

Frankfurt Zert./VONT
18/06/2024  19:43:11 Chg.0.000 Bid21:54:29 Ask21:54:29 Underlying Strike price Expiration date Option type
3.940EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 145.00 EUR 21/06/2024 Put
 

Master data

WKN: VU4AC5
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 145.00 EUR
Maturity: 21/06/2024
Issue date: 07/03/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.58
Leverage: Yes

Calculated values

Fair value: 3.99
Intrinsic value: 3.99
Implied volatility: 2.50
Historic volatility: 0.22
Parity: 3.99
Time value: 0.10
Break-even: 104.20
Moneyness: 1.38
Premium: 0.01
Premium p.a.: 1.99
Spread abs.: 0.09
Spread %: 2.26%
Delta: -0.90
Theta: -0.67
Omega: -2.33
Rho: -0.01
 

Quote data

Open: 3.990
High: 4.010
Low: 3.940
Previous Close: 3.940
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.88%
1 Month  
+25.08%
3 Months  
+9.14%
YTD  
+1.29%
1 Year  
+63.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.020 3.400
1M High / 1M Low: 4.020 2.850
6M High / 6M Low: 4.350 2.400
High (YTD): 19/01/2024 4.350
Low (YTD): 04/04/2024 2.400
52W High: 27/10/2023 4.920
52W Low: 04/04/2024 2.400
Avg. price 1W:   3.768
Avg. volume 1W:   0.000
Avg. price 1M:   3.310
Avg. volume 1M:   0.000
Avg. price 6M:   3.349
Avg. volume 6M:   0.000
Avg. price 1Y:   3.525
Avg. volume 1Y:   0.000
Volatility 1M:   67.19%
Volatility 6M:   77.76%
Volatility 1Y:   65.73%
Volatility 3Y:   -