BVT Put 145 VOW3 21.06.2024
/ DE000VU4AC50
BVT Put 145 VOW3 21.06.2024/ DE000VU4AC50 /
| 6/4/2024 8:19:30 AM |
Chg.+0.10 |
Bid1:55:52 PM |
Ask1:55:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
+3.41% |
3.09
Bid Size: 46,000 |
3.10
Ask Size: 46,000 |
VOLKSWAGEN AG VZO O.... |
145.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
3/7/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.01 |
| Intrinsic value: |
3.01 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.22 |
| Parity: |
3.01 |
| Time value: |
0.11 |
| Break-even: |
113.90 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.10 |
| Spread %: |
3.32% |
| Delta: |
-0.87 |
| Theta: |
-0.12 |
| Omega: |
-3.22 |
| Rho: |
-0.06 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
2.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.62% |
| 1 Month |
|
|
-18.11% |
| 3 Months |
|
|
-3.81% |
| YTD |
|
|
-21.09% |
| 1 Year |
|
|
+1.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.26 |
2.89 |
| 1M High / 1M Low: |
3.58 |
2.89 |
| 6M High / 6M Low: |
4.34 |
2.53 |
| High (YTD): |
1/19/2024 |
4.34 |
| Low (YTD): |
4/8/2024 |
2.53 |
| 52W High: |
10/27/2023 |
4.93 |
| 52W Low: |
6/13/2023 |
2.33 |
| Avg. price 1W: |
|
3.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
80.42% |
| Volatility 6M: |
|
78.18% |
| Volatility 1Y: |
|
65.28% |
| Volatility 3Y: |
|
- |
