BVT Put 72 NEE 21.06.2024
/ DE000VU9CR98
BVT Put 72 NEE 21.06.2024/ DE000VU9CR98 /
| 2024-06-19 2:04:51 PM |
Chg.-0.008 |
Bid2:45:56 PM |
Ask2:45:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.207EUR |
-3.72% |
0.208
Bid Size: 16,000 |
0.225
Ask Size: 16,000 |
NextEra Energy Inc |
72.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9CR9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.27 |
| Parity: |
0.15 |
| Time value: |
0.04 |
| Break-even: |
65.22 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.02 |
| Spread %: |
13.66% |
| Delta: |
-0.72 |
| Theta: |
-0.19 |
| Omega: |
-25.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.221 |
| High: |
0.221 |
| Low: |
0.207 |
| Previous Close: |
0.215 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+165.38% |
| 1 Month |
|
|
+146.43% |
| 3 Months |
|
|
-79.71% |
| YTD |
|
|
-80.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.215 |
0.049 |
| 1M High / 1M Low: |
0.215 |
0.040 |
| 6M High / 6M Low: |
1.630 |
0.040 |
| High (YTD): |
2024-03-04 |
1.630 |
| Low (YTD): |
2024-06-06 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.856 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,300.40% |
| Volatility 6M: |
|
541.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
