BVT Put 4.2 NOA3 20.06.2024
/ DE000VU1YLF2
BVT Put 4.2 NOA3 20.06.2024/ DE000VU1YLF2 /
| 13/06/2024 19:52:32 |
Chg.+0.080 |
Bid21:50:49 |
Ask21:50:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+12.31% |
-
Bid Size: - |
-
Ask Size: - |
NOKIA OYJ EO-,06 |
4.20 EUR |
20/06/2024 |
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: |
20/06/2024 |
| Issue date: |
10/01/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
1.81 |
| Historic volatility: |
0.27 |
| Parity: |
0.63 |
| Time value: |
0.15 |
| Break-even: |
3.42 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
7.16 |
| Spread abs.: |
0.13 |
| Spread %: |
20.00% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-3.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.660 |
| High: |
0.730 |
| Low: |
0.660 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.86% |
| 1 Month |
|
|
+5.80% |
| 3 Months |
|
|
-18.89% |
| YTD |
|
|
-37.61% |
| 1 Year |
|
|
+12.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.560 |
| 1M High / 1M Low: |
0.710 |
0.560 |
| 6M High / 6M Low: |
1.270 |
0.560 |
| High (YTD): |
24/01/2024 |
1.130 |
| Low (YTD): |
07/06/2024 |
0.560 |
| 52W High: |
05/12/2023 |
1.400 |
| 52W Low: |
07/06/2024 |
0.560 |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.901 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.869 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
108.63% |
| Volatility 6M: |
|
94.62% |
| Volatility 1Y: |
|
93.29% |
| Volatility 3Y: |
|
- |
