BVT Put 82 HEN3 21.06.2024
/ DE000VD5N0E6
BVT Put 82 HEN3 21.06.2024/ DE000VD5N0E6 /
2024-06-18 8:14:09 AM |
Chg.-0.025 |
Bid8:04:16 PM |
Ask8:04:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.033EUR |
-43.10% |
0.024 Bid Size: 11,000 |
0.034 Ask Size: 11,000 |
HENKEL AG+CO.KGAA VZ... |
82.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
VD5N0E |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
HENKEL AG+CO.KGAA VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
82.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-05-07 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-181.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.16 |
Parity: |
-0.14 |
Time value: |
0.05 |
Break-even: |
81.54 |
Moneyness: |
0.98 |
Premium: |
0.02 |
Premium p.a.: |
12.84 |
Spread abs.: |
0.01 |
Spread %: |
27.78% |
Delta: |
-0.29 |
Theta: |
-0.14 |
Omega: |
-51.82 |
Rho: |
0.00 |
Quote data
Open: |
0.033 |
High: |
0.033 |
Low: |
0.033 |
Previous Close: |
0.058 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+153.85% |
1 Month |
|
|
-58.75% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.058 |
0.011 |
1M High / 1M Low: |
0.102 |
0.011 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.021 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.053 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,609.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |