BVT Put 51 ULVR 21.06.2024
/ DE000VD50LM2
BVT Put 51 ULVR 21.06.2024/ DE000VD50LM2 /
| 2024-06-06 8:56:06 AM |
Chg.+0.070 |
Bid10:22:40 AM |
Ask10:22:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+17.95% |
0.390
Bid Size: 16,000 |
0.420
Ask Size: 16,000 |
UNILEVER PLC LS-,0... |
51.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VD50LM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
51.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-109.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
-0.36 |
| Time value: |
0.47 |
| Break-even: |
50.53 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.07 |
| Spread %: |
17.50% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-42.66 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.16% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
0.390 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
