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BVT Put 78 SREN 21.06.2024/  DE000VV08KS1  /

Frankfurt Zert./VONT
2024-06-14  8:03:21 PM Chg.0.000 Bid8:03:21 PM Ask8:03:21 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SWISS RE N 78.00 CHF 2024-06-21 Put
 

Master data

WKN: VV08KS
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: SWISS RE N
Type: Warrant
Option type: Put
Strike price: 78.00 CHF
Maturity: 2024-06-21
Issue date: 2022-09-05
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -569.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.37
Historic volatility: 0.21
Parity: -3.19
Time value: 0.02
Break-even: 81.65
Moneyness: 0.72
Premium: 0.28
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: -0.02
Theta: -0.10
Omega: -14.14
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.002
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -90.91%
3 Months
  -96.43%
YTD
  -99.45%
1 Year
  -99.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.011 0.001
6M High / 6M Low: 0.187 0.001
High (YTD): 2024-01-02 0.185
Low (YTD): 2024-06-14 0.001
52W High: 2023-08-22 0.620
52W Low: 2024-06-14 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.057
Avg. volume 6M:   0.000
Avg. price 1Y:   0.198
Avg. volume 1Y:   0.000
Volatility 1M:   362.67%
Volatility 6M:   219.26%
Volatility 1Y:   179.06%
Volatility 3Y:   -