BVT Put 76 NEM 21.06.2024
/ DE000VM5LG18
BVT Put 76 NEM 21.06.2024/ DE000VM5LG18 /
| 03/06/2024 16:42:57 |
Chg.-0.054 |
Bid17:47:40 |
Ask17:47:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
-50.00% |
0.050
Bid Size: 10,000 |
0.060
Ask Size: 10,000 |
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: |
-76.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.29 |
| Parity: |
-0.76 |
| Time value: |
0.11 |
| Break-even: |
74.91 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
6.36 |
| Spread abs.: |
0.01 |
| Spread %: |
10.10% |
| Delta: |
-0.19 |
| Theta: |
-0.07 |
| Omega: |
-14.56 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.054 |
| Previous Close: |
0.108 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.82% |
| 1 Month |
|
|
-74.53% |
| 3 Months |
|
|
-83.13% |
| YTD |
|
|
-92.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.034 |
| 1M High / 1M Low: |
0.212 |
0.034 |
| 6M High / 6M Low: |
0.850 |
0.034 |
| High (YTD): |
05/01/2024 |
0.850 |
| Low (YTD): |
27/05/2024 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.385 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.67% |
| Volatility 6M: |
|
218.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
