BVT Put 90 SREN 21.06.2024
/ DE000VU1MM24
BVT Put 90 SREN 21.06.2024/ DE000VU1MM24 /
| 2024-06-14 7:46:43 PM |
Chg.+0.003 |
Bid7:46:43 PM |
Ask7:46:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
+150.00% |
-
Bid Size: - |
-
Ask Size: - |
SWISS RE N |
90.00 CHF |
2024-06-21 |
Put |
Master data
| WKN: |
VU1MM2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-05 |
| 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: |
0.85 |
| Historic volatility: |
0.21 |
| Parity: |
-1.94 |
| Time value: |
0.02 |
| Break-even: |
94.25 |
| Moneyness: |
0.83 |
| Premium: |
0.17 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
300.00% |
| Delta: |
-0.04 |
| Theta: |
-0.09 |
| Omega: |
-21.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.004 |
| High: |
0.006 |
| Low: |
0.004 |
| Previous Close: |
0.002 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-85.71% |
| 3 Months |
|
|
-91.07% |
| YTD |
|
|
-99.04% |
| 1 Year |
|
|
-99.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.006 |
0.002 |
| 1M High / 1M Low: |
0.035 |
0.002 |
| 6M High / 6M Low: |
0.530 |
0.002 |
| High (YTD): |
2024-01-02 |
0.530 |
| Low (YTD): |
2024-06-13 |
0.002 |
| 52W High: |
2023-08-22 |
1.380 |
| 52W Low: |
2024-06-13 |
0.002 |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.162 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.465 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
629.23% |
| Volatility 6M: |
|
306.98% |
| Volatility 1Y: |
|
237.52% |
| Volatility 3Y: |
|
- |
