BVT Put 3.7 NOA3 20.06.2024
/ DE000VU6G7Y1
BVT Put 3.7 NOA3 20.06.2024/ DE000VU6G7Y1 /
6/14/2024 8:54:12 AM |
Chg.+0.057 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+32.95% |
- Bid Size: - |
- Ask Size: - |
NOKIA OYJ EO-,06 |
3.70 EUR |
6/20/2024 |
Put |
Master data
WKN: |
VU6G7Y |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
NOKIA OYJ EO-,06 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.70 EUR |
Maturity: |
6/20/2024 |
Issue date: |
4/24/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.22 |
Implied volatility: |
1.15 |
Historic volatility: |
0.27 |
Parity: |
0.22 |
Time value: |
0.12 |
Break-even: |
3.36 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
6.49 |
Spread abs.: |
0.12 |
Spread %: |
51.79% |
Delta: |
-0.63 |
Theta: |
-0.02 |
Omega: |
-6.48 |
Rho: |
0.00 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.173 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+107.21% |
1 Month |
|
|
-8.00% |
3 Months |
|
|
-48.89% |
YTD |
|
|
-67.61% |
1 Year |
|
|
-37.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.173 |
0.111 |
1M High / 1M Low: |
0.250 |
0.111 |
6M High / 6M Low: |
0.790 |
0.111 |
High (YTD): |
1/22/2024 |
0.700 |
Low (YTD): |
6/7/2024 |
0.111 |
52W High: |
12/5/2023 |
0.930 |
52W Low: |
6/7/2024 |
0.111 |
Avg. price 1W: |
|
0.154 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.183 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.454 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.467 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
268.96% |
Volatility 6M: |
|
172.74% |
Volatility 1Y: |
|
145.93% |
Volatility 3Y: |
|
- |