BVT Put 70 NEE 21.06.2024
/ DE000VU9CSF6
BVT Put 70 NEE 21.06.2024/ DE000VU9CSF6 /
| 19/06/2024 08:29:08 |
Chg.-0.044 |
Bid17:30:02 |
Ask17:30:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
-38.94% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
70.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VU9CSF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
04/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-95.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
-0.04 |
| Time value: |
0.07 |
| Break-even: |
64.49 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
19.79 |
| Spread abs.: |
0.02 |
| Spread %: |
40.82% |
| Delta: |
-0.42 |
| Theta: |
-0.21 |
| Omega: |
-39.72 |
| Rho: |
0.00 |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.069 |
| Previous Close: |
0.113 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.81% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
-92.58% |
| YTD |
|
|
-92.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.113 |
0.023 |
| 1M High / 1M Low: |
0.113 |
0.021 |
| 6M High / 6M Low: |
1.400 |
0.021 |
| High (YTD): |
05/03/2024 |
1.400 |
| Low (YTD): |
06/06/2024 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.731 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,449.69% |
| Volatility 6M: |
|
604.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
