BVT Put 350 PANW 21.06.2024
/ DE000VM8Z0B6
BVT Put 350 PANW 21.06.2024/ DE000VM8Z0B6 /
| 2024-06-18 8:57:16 AM |
Chg.-0.22 |
Bid6:28:32 PM |
Ask6:28:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.89EUR |
-7.07% |
3.06
Bid Size: 11,000 |
3.07
Ask Size: 11,000 |
Palo Alto Networks I... |
350.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM8Z0B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Palo Alto Networks Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.43 |
| Parity: |
2.83 |
| Time value: |
0.05 |
| Break-even: |
297.09 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
-0.93 |
| Theta: |
-0.39 |
| Omega: |
-9.57 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.89 |
| High: |
2.89 |
| Low: |
2.89 |
| Previous Close: |
3.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.13% |
| 1 Month |
|
|
-24.35% |
| 3 Months |
|
|
-55.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.86 |
2.77 |
| 1M High / 1M Low: |
5.34 |
2.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
