OverviewChartNewsTraderScreen

BVT Put 4.2 NOA3 20.06.2024/  DE000VU1YLF2  /

Frankfurt Zert./VONT
2024-06-07  7:50:34 PM Chg.-0.020 Bid9:58:38 PM Ask9:58:38 PM Underlying Strike price Expiration date Option type
0.560EUR -3.45% -
Bid Size: -		 -
Ask Size: -		 NOKIA OYJ EO-,06 4.20 EUR 2024-06-20 Put
 

Master data

WKN: VU1YLF
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NOKIA OYJ EO-,06
Type: Warrant
Option type: Put
Strike price: 4.20 EUR
Maturity: 2024-06-20
Issue date: 2023-01-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -5.18
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.57
Implied volatility: 1.18
Historic volatility: 0.27
Parity: 0.57
Time value: 0.13
Break-even: 3.50
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 1.64
Spread abs.: 0.13
Spread %: 22.81%
Delta: -0.71
Theta: -0.01
Omega: -3.66
Rho: 0.00
 

Quote data

Open: 0.560
High: 0.580
Low: 0.560
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -24.32%
3 Months
  -35.63%
YTD
  -52.14%
1 Year
  -17.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.560
1M High / 1M Low: 0.740 0.560
6M High / 6M Low: 1.340 0.560
High (YTD): 2024-01-24 1.130
Low (YTD): 2024-06-05 0.560
52W High: 2023-12-05 1.400
52W Low: 2024-06-05 0.560
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.640
Avg. volume 1M:   0.000
Avg. price 6M:   0.923
Avg. volume 6M:   0.000
Avg. price 1Y:   0.871
Avg. volume 1Y:   0.000
Volatility 1M:   103.31%
Volatility 6M:   94.30%
Volatility 1Y:   93.14%
Volatility 3Y:   -