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BVT Put 68 HEI 20.12.2024/  DE000VU89S86  /

Frankfurt Zert./VONT
2024-08-05  8:01:01 PM Chg.+0.022 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
0.110EUR +25.00% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 68.00 EUR 2024-12-20 Put
 

Master data

WKN: VU89S8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 68.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-04
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -93.42
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -2.17
Time value: 0.10
Break-even: 67.04
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 11.63%
Delta: -0.09
Theta: -0.01
Omega: -8.30
Rho: -0.03
 

Quote data

Open: 0.122
High: 0.136
Low: 0.110
Previous Close: 0.088
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+124.49%
1 Month  
+77.42%
3 Months
  -17.91%
YTD
  -67.65%
1 Year
  -78.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.040
1M High / 1M Low: 0.088 0.034
6M High / 6M Low: 0.300 0.034
High (YTD): 2024-01-03 0.390
Low (YTD): 2024-07-22 0.034
52W High: 2023-10-20 0.900
52W Low: 2024-07-22 0.034
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.334
Avg. volume 1Y:   0.000
Volatility 1M:   313.55%
Volatility 6M:   167.57%
Volatility 1Y:   134.80%
Volatility 3Y:   -