BVT Put 92 NEM 21.06.2024
/ DE000VD2RYD3
BVT Put 92 NEM 21.06.2024/ DE000VD2RYD3 /
| 6/6/2024 4:51:24 PM |
Chg.-0.148 |
Bid5:17:43 PM |
Ask5:17:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.172EUR |
-46.25% |
0.159
Bid Size: 32,000 |
0.169
Ask Size: 32,000 |
NEMETSCHEK SE O.N. |
92.00 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
VD2RYD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
0.08 |
| Time value: |
0.29 |
| Break-even: |
88.40 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.05 |
| Spread %: |
16.13% |
| Delta: |
-0.51 |
| Theta: |
-0.10 |
| Omega: |
-12.97 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.199 |
| High: |
0.199 |
| Low: |
0.172 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.11% |
| 1 Month |
|
|
-81.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.320 |
| 1M High / 1M Low: |
0.940 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
401.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
