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BVT Put 3.8 NOA3 20.06.2024/  DE000VU1YL47  /

EUWAX
2024-06-12  8:24:43 AM Chg.+0.010 Bid8:38:19 PM Ask8:38:19 PM Underlying Strike price Expiration date Option type
0.250EUR +4.17% 0.250
Bid Size: 10,000		 0.370
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: -9.40
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.23
Implied volatility: 1.16
Historic volatility: 0.27
Parity: 0.23
Time value: 0.15
Break-even: 3.42
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 5.66
Spread abs.: 0.12
Spread %: 46.15%
Delta: -0.61
Theta: -0.01
Omega: -5.71
Rho: 0.00
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.92%
1 Month
  -24.24%
3 Months
  -53.70%
YTD
  -69.51%
1 Year
  -43.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.191
1M High / 1M Low: 0.370 0.191
6M High / 6M Low: 0.900 0.191
High (YTD): 2024-01-22 0.770
Low (YTD): 2024-06-06 0.191
52W High: 2023-12-05 1.030
52W Low: 2024-06-06 0.191
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   0.548
Avg. volume 6M:   0.000
Avg. price 1Y:   0.543
Avg. volume 1Y:   0.000
Volatility 1M:   223.02%
Volatility 6M:   144.45%
Volatility 1Y:   128.24%
Volatility 3Y:   -