BVT Put 4.2 NOA3 20.06.2024
/ DE000VU1YLF2
BVT Put 4.2 NOA3 20.06.2024/ DE000VU1YLF2 /
| 31/05/2024 08:23:55 |
Chg.-0.100 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-14.08% |
-
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: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.61% |
| 1 Month |
|
|
-18.67% |
| 3 Months |
|
|
-37.76% |
| YTD |
|
|
-48.31% |
| 1 Year |
|
|
-10.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.610 |
| 1M High / 1M Low: |
0.790 |
0.580 |
| 6M High / 6M Low: |
1.420 |
0.580 |
| High (YTD): |
22/01/2024 |
1.140 |
| Low (YTD): |
23/05/2024 |
0.580 |
| 52W High: |
05/12/2023 |
1.420 |
| 52W Low: |
03/07/2023 |
0.560 |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.947 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.875 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
123.53% |
| Volatility 6M: |
|
100.16% |
| Volatility 1Y: |
|
92.96% |
| Volatility 3Y: |
|
- |
