BVT Put 84 ILU/ DE000VM5AMF1 /
2024-06-05 8:59:10 AM | Chg.- | Bid8:00:05 PM | Ask8:00:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.022EUR | - | - Bid Size: - |
- Ask Size: - |
ILLUMINA INC. D... | 84.00 - | 2024-06-21 | Put |
Master data
WKN: | VM5AMF |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | ILLUMINA INC. DL-,01 |
Type: | Warrant |
Option type: | Put |
Strike price: | 84.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-11-13 |
Last trading day: | 2024-06-05 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -152.40 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 2.74 |
Historic volatility: | 0.37 |
Parity: | -1.66 |
Time value: | 0.07 |
Break-even: | 83.34 |
Moneyness: | 0.84 |
Premium: | 0.17 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.04 |
Spread %: | 200.00% |
Delta: | -0.09 |
Theta: | -1.19 |
Omega: | -14.07 |
Rho: | 0.00 |
Quote data
Open: | 0.022 |
---|---|
High: | 0.022 |
Low: | 0.022 |
Previous Close: | 0.018 |
Turnover: | 0.000 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +4.76% | ||
3 Months | -65.08% | ||
YTD | -90.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.074 | 0.009 |
6M High / 6M Low: | 0.360 | 0.006 |
High (YTD): | 2024-01-05 | 0.360 |
Low (YTD): | 2024-05-17 | 0.006 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.030 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.107 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 1,773.93% | |
Volatility 6M: | 750.25% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |