BVT Put 35 CRIN 20.06.2024
/ DE000VD2KA58
BVT Put 35 CRIN 20.06.2024/ DE000VD2KA58 /
| 2024-06-14 4:56:58 PM |
Chg.+1.710 |
Bid6:56:07 PM |
Ask6:56:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
+159.81% |
2.580
Bid Size: 3,000 |
2.780
Ask Size: 3,000 |
UNICREDIT |
35.00 EUR |
2024-06-20 |
Put |
Master data
| WKN: |
VD2KA5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-27.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.25 |
| Parity: |
0.56 |
| Time value: |
0.70 |
| Break-even: |
33.75 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
2.37 |
| Spread abs.: |
0.19 |
| Spread %: |
17.92% |
| Delta: |
-0.57 |
| Theta: |
-0.08 |
| Omega: |
-15.83 |
| Rho: |
0.00 |
Quote data
| Open: |
1.850 |
| High: |
2.780 |
| Low: |
1.850 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+969.23% |
| 1 Month |
|
|
+275.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.260 |
| 1M High / 1M Low: |
1.070 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
948.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
