BVT Put 50 INTC 21.06.2024
/ DE000VM7LGW1
BVT Put 50 INTC 21.06.2024/ DE000VM7LGW1 /
| 2024-06-11 7:47:39 PM |
Chg.-0.100 |
Bid8:09:08 PM |
Ask8:09:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.860EUR |
-0.56% |
17.860
Bid Size: 23,000 |
17.870
Ask Size: 23,000 |
Intel Corporation |
50.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM7LGW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.74 |
| Intrinsic value: |
17.74 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.35 |
| Parity: |
17.74 |
| Time value: |
0.01 |
| Break-even: |
28.70 |
| Moneyness: |
1.62 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.06% |
| Delta: |
-0.97 |
| Theta: |
-0.02 |
| Omega: |
-1.58 |
| Rho: |
-0.01 |
Quote data
| Open: |
17.820 |
| High: |
17.980 |
| Low: |
17.780 |
| Previous Close: |
17.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.51% |
| 1 Month |
|
|
-3.51% |
| 3 Months |
|
|
+184.39% |
| YTD |
|
|
+337.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
18.320 |
17.820 |
| 1M High / 1M Low: |
18.410 |
16.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-08 |
18.810 |
| Low (YTD): |
2024-01-25 |
4.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
18.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
17.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
