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BVT Put 3.8 NOA3 20.06.2024/  DE000VU1YL47  /

Frankfurt Zert./VONT
2024-06-07  5:03:17 PM Chg.0.000 Bid6:21:35 PM Ask6:21:35 PM Underlying Strike price Expiration date Option type
0.208EUR 0.00% 0.196
Bid Size: 10,000		 0.280
Ask Size: 10,000		 NOKIA OYJ EO-,06 3.80 EUR 2024-06-20 Put
 

Master data

WKN: VU1YL4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NOKIA OYJ EO-,06
Type: Warrant
Option type: Put
Strike price: 3.80 EUR
Maturity: 2024-06-20
Issue date: 2023-01-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -11.34
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.17
Implied volatility: 0.81
Historic volatility: 0.27
Parity: 0.17
Time value: 0.15
Break-even: 3.48
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 2.06
Spread abs.: 0.10
Spread %: 48.15%
Delta: -0.59
Theta: -0.01
Omega: -6.65
Rho: 0.00
 

Quote data

Open: 0.202
High: 0.209
Low: 0.202
Previous Close: 0.208
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.57%
1 Month
  -45.26%
3 Months
  -59.22%
YTD
  -73.67%
1 Year
  -53.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.198
1M High / 1M Low: 0.380 0.198
6M High / 6M Low: 0.970 0.198
High (YTD): 2024-01-03 0.780
Low (YTD): 2024-06-05 0.198
52W High: 2023-12-05 1.030
52W Low: 2024-06-05 0.198
Avg. price 1W:   0.217
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   0.559
Avg. volume 6M:   0.000
Avg. price 1Y:   0.543
Avg. volume 1Y:   0.000
Volatility 1M:   210.72%
Volatility 6M:   144.30%
Volatility 1Y:   128.19%
Volatility 3Y:   -