BVT Put 62 BOSS 21.06.2024
/ DE000VU9ERX7
BVT Put 62 BOSS 21.06.2024/ DE000VU9ERX7 /
| 2024-06-07 12:12:07 PM |
Chg.-0.01 |
Bid12:16:28 PM |
Ask12:16:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-0.67% |
1.50
Bid Size: 45,000 |
1.51
Ask Size: 45,000 |
HUGO BOSS AG NA O.N. |
62.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
VU9ERX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HUGO BOSS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
62.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.31 |
| Parity: |
1.49 |
| Time value: |
0.06 |
| Break-even: |
46.50 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.06 |
| Spread %: |
4.03% |
| Delta: |
-0.86 |
| Theta: |
-0.08 |
| Omega: |
-2.61 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
-4.52% |
| 3 Months |
|
|
+62.64% |
| YTD |
|
|
+410.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.32 |
| 1M High / 1M Low: |
1.60 |
1.17 |
| 6M High / 6M Low: |
1.60 |
0.25 |
| High (YTD): |
2024-05-08 |
1.60 |
| Low (YTD): |
2024-01-11 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.48% |
| Volatility 6M: |
|
271.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
