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BVT Put 98 DIS 21.06.2024/  DE000VU16U15  /

Frankfurt Zert./VONT
2024-06-11  7:52:19 PM Chg.+0.009 Bid9:59:28 PM Ask9:59:28 PM Underlying Strike price Expiration date Option type
0.029EUR +45.00% -
Bid Size: -		 -
Ask Size: -		 Walt Disney Co 98.00 USD 2024-06-21 Put
 

Master data

WKN: VU16U1
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Put
Strike price: 98.00 USD
Maturity: 2024-06-21
Issue date: 2023-01-13
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -353.53
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -0.44
Time value: 0.03
Break-even: 90.78
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 4.72
Spread abs.: 0.01
Spread %: 58.82%
Delta: -0.13
Theta: -0.04
Omega: -45.34
Rho: 0.00
 

Quote data

Open: 0.018
High: 0.029
Low: 0.018
Previous Close: 0.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.57%
1 Month
  -25.64%
3 Months
  -74.11%
YTD
  -96.85%
1 Year
  -97.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.020
1M High / 1M Low: 0.079 0.020
6M High / 6M Low: 0.980 0.020
High (YTD): 2024-01-11 0.980
Low (YTD): 2024-06-10 0.020
52W High: 2023-10-04 1.870
52W Low: 2024-06-10 0.020
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   0.821
Avg. volume 1Y:   0.000
Volatility 1M:   561.86%
Volatility 6M:   338.62%
Volatility 1Y:   251.51%
Volatility 3Y:   -