BVT Put 295 V 21.06.2024/ DE000VD165B0 /
2024-06-14 8:39:19 AM | Chg.-0.03 | Bid10:00:05 PM | Ask10:00:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.23EUR | -1.33% | - Bid Size: - |
- Ask Size: - |
Visa Inc | 295.00 USD | 2024-06-21 | Put |
Master data
WKN: | VD165B |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Visa Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 295.00 USD |
Maturity: | 2024-06-21 |
Issue date: | 2024-03-14 |
Last trading day: | 2024-06-21 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -11.33 |
Leverage: | Yes |
Calculated values
Fair value: | 2.22 |
---|---|
Intrinsic value: | 2.22 |
Implied volatility: | 0.38 |
Historic volatility: | 0.12 |
Parity: | 2.22 |
Time value: | 0.01 |
Break-even: | 252.44 |
Moneyness: | 1.09 |
Premium: | 0.00 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.01 |
Spread %: | 0.45% |
Delta: | -0.94 |
Theta: | -0.08 |
Omega: | -10.67 |
Rho: | -0.05 |
Quote data
Open: | 2.23 |
---|---|
High: | 2.23 |
Low: | 2.23 |
Previous Close: | 2.26 |
Turnover: | 0.00 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +36.81% | ||
---|---|---|---|
1 Month | +34.34% | ||
3 Months | +81.30% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.26 | 1.51 |
---|---|---|
1M High / 1M Low: | 2.58 | 1.30 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.95 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | 1.88 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 222.30% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |