BVT Put 36 ABLZF 21.06.2024
/ DE000VM6F3G5
BVT Put 36 ABLZF 21.06.2024/ DE000VM6F3G5 /
| 14/05/2024 16:43:43 |
Chg.0.000 |
Bid16:43:43 |
Ask16:43:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ABB Ltd. |
36.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
VM6F3G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABB Ltd. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
15/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-966.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.21 |
| Parity: |
-15.24 |
| Time value: |
0.05 |
| Break-even: |
35.95 |
| Moneyness: |
0.70 |
| Premium: |
0.30 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
39.47% |
| Delta: |
-0.02 |
| Theta: |
-0.01 |
| Omega: |
-15.37 |
| Rho: |
0.00 |
Quote data
| Open: |
0.035 |
| High: |
0.039 |
| Low: |
0.035 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-42.42% |
| 3 Months |
|
|
-91.74% |
| YTD |
|
|
-97.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.067 |
0.038 |
| 6M High / 6M Low: |
2.740 |
0.038 |
| High (YTD): |
19/01/2024 |
2.630 |
| Low (YTD): |
14/05/2024 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.999 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.75% |
| Volatility 6M: |
|
177.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
