BVT Put 190 VEEV 21.06.2024
/ DE000VM7FJU1
BVT Put 190 VEEV 21.06.2024/ DE000VM7FJU1 /
17/05/2024 08:59:10 |
Chg.+0.040 |
Bid13:30:19 |
Ask13:30:19 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+11.11% |
0.400 Bid Size: 13,000 |
0.430 Ask Size: 13,000 |
Veeva Systems Inc |
190.00 USD |
21/06/2024 |
Put |
Master data
WKN: |
VM7FJU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Veeva Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
190.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
27/12/2023 |
Last trading day: |
21/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-44.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.32 |
Parity: |
-1.81 |
Time value: |
0.43 |
Break-even: |
170.53 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
2.14 |
Spread abs.: |
0.03 |
Spread %: |
7.50% |
Delta: |
-0.23 |
Theta: |
-0.12 |
Omega: |
-10.32 |
Rho: |
-0.05 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.360 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.57% |
1 Month |
|
|
-47.37% |
3 Months |
|
|
-42.86% |
YTD |
|
|
-70.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.360 |
1M High / 1M Low: |
0.790 |
0.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
04/01/2024 |
1.690 |
Low (YTD): |
28/03/2024 |
0.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.630 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |