BVT Put 105 NESN 20.12.2024
/ DE000VM2JXB5
BVT Put 105 NESN 20.12.2024/ DE000VM2JXB5 /
| 11/11/2024 8:43:56 AM |
Chg.+0.02 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
+0.74% |
-
Bid Size: - |
-
Ask Size: - |
NESTLE N |
105.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
VM2JXB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NESTLE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
9/18/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.19 |
| Parity: |
2.77 |
| Time value: |
0.14 |
| Break-even: |
82.78 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.14 |
| Spread %: |
5.05% |
| Delta: |
-0.83 |
| Theta: |
-0.06 |
| Omega: |
-2.40 |
| Rho: |
-0.11 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
2.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.17% |
| 1 Month |
|
|
+20.70% |
| 3 Months |
|
|
+63.10% |
| YTD |
|
|
+117.46% |
| 1 Year |
|
|
+160.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.40 |
| 1M High / 1M Low: |
2.73 |
2.02 |
| 6M High / 6M Low: |
2.73 |
0.87 |
| High (YTD): |
11/7/2024 |
2.73 |
| Low (YTD): |
6/7/2024 |
0.87 |
| 52W High: |
11/7/2024 |
2.73 |
| 52W Low: |
6/7/2024 |
0.87 |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.46 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
87.74% |
| Volatility 6M: |
|
97.11% |
| Volatility 1Y: |
|
102.60% |
| Volatility 3Y: |
|
- |
