BVT Put 76 NEM 21.06.2024
/ DE000VM5LG18
BVT Put 76 NEM 21.06.2024/ DE000VM5LG18 /
| 21/05/2024 19:42:14 |
Chg.-0.019 |
Bid19:42:14 |
Ask19:42:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.045EUR |
-29.69% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
76.00 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
VM5LG1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
16/11/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-116.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
-1.28 |
| Time value: |
0.08 |
| Break-even: |
75.24 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
4.33 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
-0.12 |
| Theta: |
-0.04 |
| Omega: |
-13.59 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.045 |
| Previous Close: |
0.064 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.55% |
| 1 Month |
|
|
-86.36% |
| 3 Months |
|
|
-86.76% |
| YTD |
|
|
-93.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.045 |
| 1M High / 1M Low: |
0.330 |
0.045 |
| 6M High / 6M Low: |
0.850 |
0.045 |
| High (YTD): |
05/01/2024 |
0.850 |
| Low (YTD): |
21/05/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.79% |
| Volatility 6M: |
|
182.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
