BVT Put 195 BA 21.06.2024
/ DE000VM2VMF4
BVT Put 195 BA 21.06.2024/ DE000VM2VMF4 /
| 2024-05-31 8:24:39 AM |
Chg.-0.06 |
Bid6:28:20 PM |
Ask6:28:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-2.84% |
1.98
Bid Size: 34,000 |
2.00
Ask Size: 34,000 |
Boeing Co |
195.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM2VMF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 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: |
-7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
2.05 |
| Time value: |
0.03 |
| Break-even: |
159.23 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
-0.90 |
| Theta: |
-0.04 |
| Omega: |
-6.90 |
| Rho: |
-0.09 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.99% |
| 1 Month |
|
|
+0.49% |
| 3 Months |
|
|
+166.23% |
| YTD |
|
|
+754.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
1.78 |
| 1M High / 1M Low: |
2.12 |
0.96 |
| 6M High / 6M Low: |
2.77 |
0.23 |
| High (YTD): |
2024-04-25 |
2.77 |
| Low (YTD): |
2024-01-02 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.30% |
| Volatility 6M: |
|
282.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
