BVT Put 4.2 NOA3 20.06.2024
/ DE000VU1YLF2
BVT Put 4.2 NOA3 20.06.2024/ DE000VU1YLF2 /
31/05/2024 19:50:40 |
Chg.-0.010 |
Bid21:44:57 |
Ask21:44:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-1.64% |
- 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: |
-4.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.99 |
Historic volatility: |
0.27 |
Parity: |
0.61 |
Time value: |
0.12 |
Break-even: |
3.47 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.13 |
Spread %: |
21.67% |
Delta: |
-0.72 |
Theta: |
-0.01 |
Omega: |
-3.52 |
Rho: |
0.00 |
Quote data
Open: |
0.610 |
High: |
0.630 |
Low: |
0.600 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
-24.05% |
3 Months |
|
|
-37.50% |
YTD |
|
|
-48.72% |
1 Year |
|
|
-11.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.600 |
1M High / 1M Low: |
0.810 |
0.570 |
6M High / 6M Low: |
1.400 |
0.570 |
High (YTD): |
24/01/2024 |
1.130 |
Low (YTD): |
22/05/2024 |
0.570 |
52W High: |
05/12/2023 |
1.400 |
52W Low: |
03/07/2023 |
0.560 |
Avg. price 1W: |
|
0.634 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.670 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.941 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.872 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
104.95% |
Volatility 6M: |
|
99.24% |
Volatility 1Y: |
|
93.20% |
Volatility 3Y: |
|
- |