BVT Put 52 CSCO 21.06.2024
/ DE000VU9BRM6
BVT Put 52 CSCO 21.06.2024/ DE000VU9BRM6 /
| 6/11/2024 8:29:12 AM |
Chg.+0.010 |
Bid9:10:18 AM |
Ask9:10:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+1.69% |
0.590
Bid Size: 61,000 |
0.610
Ask Size: 61,000 |
Cisco Systems Inc |
52.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VU9BRM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/4/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.17 |
| Parity: |
0.57 |
| Time value: |
0.02 |
| Break-even: |
42.41 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
-0.88 |
| Theta: |
-0.04 |
| Omega: |
-6.38 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
+46.34% |
| 3 Months |
|
|
+81.82% |
| YTD |
|
|
+81.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.420 |
| 1M High / 1M Low: |
0.590 |
0.106 |
| 6M High / 6M Low: |
0.590 |
0.106 |
| High (YTD): |
6/10/2024 |
0.590 |
| Low (YTD): |
5/16/2024 |
0.106 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
952.381 |
| Avg. price 6M: |
|
0.365 |
| Avg. volume 6M: |
|
160 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
874.19% |
| Volatility 6M: |
|
369.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
