BVT Put 94 NKE 17.05.2024/  DE000VM7H3X7  /

EUWAX
2024-05-14  8:28:23 AM Chg.-0.110 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.160EUR -40.74% -
Bid Size: -
-
Ask Size: -
Nike Inc 94.00 USD 2024-05-17 Put
 

Master data

WKN: VM7H3X
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Nike Inc
Type: Warrant
Option type: Put
Strike price: 94.00 USD
Maturity: 2024-05-17
Issue date: 2023-12-28
Last trading day: 2024-05-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -50.24
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.12
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 0.12
Time value: 0.05
Break-even: 85.39
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 1.10
Spread abs.: 0.01
Spread %: 7.55%
Delta: -0.67
Theta: -0.15
Omega: -33.56
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.91%
1 Month
  -46.67%
3 Months
  -18.78%
YTD
  -0.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.120
1M High / 1M Low: 0.320 0.120
6M High / 6M Low: - -
High (YTD): 2024-04-08 0.520
Low (YTD): 2024-05-10 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.163
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   599.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -