BVT Put 155 BA 21.06.2024
/ DE000VM2VMB3
BVT Put 155 BA 21.06.2024/ DE000VM2VMB3 /
| 2024-05-31 8:24:37 AM |
Chg.-0.012 |
Bid7:16:13 PM |
Ask7:16:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-14.63% |
0.052
Bid Size: 64,000 |
0.064
Ask Size: 64,000 |
Boeing Co |
155.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM2VMB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-194.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
-1.64 |
| Time value: |
0.08 |
| Break-even: |
142.28 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
4.93 |
| Spread abs.: |
0.01 |
| Spread %: |
17.14% |
| Delta: |
-0.11 |
| Theta: |
-0.06 |
| Omega: |
-21.29 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-57.06% |
| 3 Months |
|
|
-36.94% |
| YTD |
|
|
+52.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.062 |
| 1M High / 1M Low: |
0.179 |
0.015 |
| 6M High / 6M Low: |
0.460 |
0.015 |
| High (YTD): |
2024-04-16 |
0.460 |
| Low (YTD): |
2024-05-21 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.159 |
| Avg. volume 6M: |
|
240 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,814.74% |
| Volatility 6M: |
|
799.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
