BVT Put 44 UNVB 21.06.2024
/ DE000VU9EMC2
BVT Put 44 UNVB 21.06.2024/ DE000VU9EMC2 /
| 2024-06-14 10:24:09 AM |
Chg.0.000 |
Bid12:17:48 PM |
Ask12:17:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
0.00% |
0.010
Bid Size: 160,000 |
0.020
Ask Size: 160,000 |
UNILEVER PLC LS-,0... |
44.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9EMC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-260.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.17 |
| Parity: |
-0.81 |
| Time value: |
0.02 |
| Break-even: |
43.80 |
| Moneyness: |
0.84 |
| Premium: |
0.16 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
100.00% |
| Delta: |
-0.07 |
| Theta: |
-0.06 |
| Omega: |
-18.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-89.69% |
| YTD |
|
|
-95.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.010 |
| 1M High / 1M Low: |
0.016 |
0.010 |
| 6M High / 6M Low: |
0.230 |
0.010 |
| High (YTD): |
2024-01-22 |
0.230 |
| Low (YTD): |
2024-06-13 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.097 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.63% |
| Volatility 6M: |
|
198.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
