BVT Put 25 UBSG 21.06.2024
/ DE000VM57S27
BVT Put 25 UBSG 21.06.2024/ DE000VM57S27 /
| 2024-06-04 8:39:10 AM |
Chg.+0.004 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
+8.51% |
-
Bid Size: - |
-
Ask Size: - |
UBS GROUP N |
25.00 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
VM57S2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-433.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-3.46 |
| Time value: |
0.07 |
| Break-even: |
25.53 |
| Moneyness: |
0.88 |
| Premium: |
0.12 |
| Premium p.a.: |
10.73 |
| Spread abs.: |
0.02 |
| Spread %: |
28.85% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-26.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.047 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-96.22% |
| 3 Months |
|
|
-96.25% |
| YTD |
|
|
-96.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.047 |
| 1M High / 1M Low: |
1.210 |
0.047 |
| 6M High / 6M Low: |
2.370 |
0.047 |
| High (YTD): |
2024-02-14 |
2.340 |
| Low (YTD): |
2024-06-03 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.53% |
| Volatility 6M: |
|
217.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
