BVT Put 4.2 NOA3 20.06.2024
/ DE000VU1YLF2
BVT Put 4.2 NOA3 20.06.2024/ DE000VU1YLF2 /
| 07/06/2024 08:24:13 |
Chg.+0.010 |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+1.82% |
-
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: |
-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: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.20% |
| 1 Month |
|
|
-25.33% |
| 3 Months |
|
|
-37.78% |
| YTD |
|
|
-52.54% |
| 1 Year |
|
|
-17.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.550 |
| 1M High / 1M Low: |
0.750 |
0.550 |
| 6M High / 6M Low: |
1.330 |
0.550 |
| High (YTD): |
22/01/2024 |
1.140 |
| Low (YTD): |
06/06/2024 |
0.550 |
| 52W High: |
05/12/2023 |
1.420 |
| 52W Low: |
06/06/2024 |
0.550 |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.928 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.873 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
120.30% |
| Volatility 6M: |
|
93.55% |
| Volatility 1Y: |
|
92.95% |
| Volatility 3Y: |
|
- |
