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BVT Put 68 HEI 20.12.2024/  DE000VU89S86  /

EUWAX
15/08/2024  08:27:05 Chg.-0.012 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.074EUR -13.95% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 68.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 04/07/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -104.85
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -2.11
Time value: 0.09
Break-even: 67.15
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.88
Spread abs.: 0.01
Spread %: 13.33%
Delta: -0.08
Theta: -0.01
Omega: -8.87
Rho: -0.03
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.086
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.43%
1 Month  
+54.17%
3 Months
  -34.51%
YTD
  -78.24%
1 Year
  -85.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.093 0.074
1M High / 1M Low: 0.118 0.033
6M High / 6M Low: 0.280 0.033
High (YTD): 03/01/2024 0.390
Low (YTD): 23/07/2024 0.033
52W High: 20/10/2023 0.900
52W Low: 23/07/2024 0.033
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   0.320
Avg. volume 1Y:   0.000
Volatility 1M:   360.43%
Volatility 6M:   214.36%
Volatility 1Y:   163.76%
Volatility 3Y:   -