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BVT Put 145 VOW3 21.06.2024/  DE000VU4AC50  /

Frankfurt Zert./VONT
29/05/2024  10:12:18 Chg.+0.070 Bid12:54:10 Ask12:54:10 Underlying Strike price Expiration date Option type
2.920EUR +2.46% 3.070
Bid Size: 43,000		 3.080
Ask Size: 43,000		 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: -4.19
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 2.17
Implied volatility: 1.24
Historic volatility: 0.21
Parity: 2.17
Time value: 0.77
Break-even: 115.60
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 1.62
Spread abs.: 0.10
Spread %: 3.52%
Delta: -0.64
Theta: -0.30
Omega: -2.68
Rho: -0.07
 

Quote data

Open: 2.920
High: 2.920
Low: 2.920
Previous Close: 2.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.10%
1 Month
  -6.11%
3 Months  
+8.15%
YTD
  -24.94%
1 Year
  -4.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.390 2.850
1M High / 1M Low: 3.720 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: 14/06/2023 2.270
Avg. price 1W:   3.200
Avg. volume 1W:   0.000
Avg. price 1M:   3.316
Avg. volume 1M:   0.000
Avg. price 6M:   3.399
Avg. volume 6M:   0.000
Avg. price 1Y:   3.489
Avg. volume 1Y:   0.000
Volatility 1M:   85.91%
Volatility 6M:   77.88%
Volatility 1Y:   65.88%
Volatility 3Y:   -