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BVT Put 68 HEI 20.12.2024/  DE000VU89S86  /

EUWAX
2024-08-05  8:18:32 AM Chg.+0.041 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
0.099EUR +70.69% -
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: 0.099
High: 0.099
Low: 0.099
Previous Close: 0.058
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+115.22%
1 Month  
+45.59%
3 Months
  -31.25%
YTD
  -70.88%
1 Year
  -80.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.039
1M High / 1M Low: 0.068 0.033
6M High / 6M Low: 0.290 0.033
High (YTD): 2024-01-03 0.390
Low (YTD): 2024-07-23 0.033
52W High: 2023-10-20 0.900
52W Low: 2024-07-23 0.033
Avg. price 1W:   0.049
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:   278.16%
Volatility 6M:   185.96%
Volatility 1Y:   145.47%
Volatility 3Y:   -