BVT Put 94 NEM 21.06.2024
/ DE000VD2Z5P0
BVT Put 94 NEM 21.06.2024/ DE000VD2Z5P0 /
| 6/6/2024 4:51:17 PM |
Chg.-0.210 |
Bid7:45:31 PM |
Ask7:45:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-48.84% |
0.219
Bid Size: 10,000 |
0.239
Ask Size: 10,000 |
NEMETSCHEK SE O.N. |
94.00 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
VD2Z5P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
94.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
0.28 |
| Time value: |
0.22 |
| Break-even: |
89.10 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.06 |
| Spread %: |
13.95% |
| Delta: |
-0.60 |
| Theta: |
-0.10 |
| Omega: |
-11.19 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.220 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.82% |
| 1 Month |
|
|
-80.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.430 |
| 1M High / 1M Low: |
1.110 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.752 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
