BVT Put 3.8 NOA3 20.06.2024
/ DE000VU1YL47
BVT Put 3.8 NOA3 20.06.2024/ DE000VU1YL47 /
12/06/2024 08:24:43 |
Chg.- |
Bid08:00:22 |
Ask08:00:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
- |
0.270 Bid Size: 10,000 |
0.340 Ask Size: 10,000 |
NOKIA OYJ EO-,06 |
3.80 EUR |
20/06/2024 |
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: |
20/06/2024 |
Issue date: |
10/01/2023 |
Last trading day: |
20/06/2024 |
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: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.89% |
1 Month |
|
|
-32.43% |
3 Months |
|
|
-51.92% |
YTD |
|
|
-69.51% |
1 Year |
|
|
-41.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.191 |
1M High / 1M Low: |
0.370 |
0.191 |
6M High / 6M Low: |
0.900 |
0.191 |
High (YTD): |
22/01/2024 |
0.770 |
Low (YTD): |
06/06/2024 |
0.191 |
52W High: |
05/12/2023 |
1.030 |
52W Low: |
06/06/2024 |
0.191 |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.265 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.543 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.542 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
218.35% |
Volatility 6M: |
|
144.42% |
Volatility 1Y: |
|
128.28% |
Volatility 3Y: |
|
- |