BVT Put 72 NEE 20.09.2024
/ DE000VD5N7U7
BVT Put 72 NEE 20.09.2024/ DE000VD5N7U7 /
05/09/2024 08:16:37 |
Chg.-0.006 |
Bid09:43:22 |
Ask09:43:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
-25.00% |
0.017 Bid Size: 15,000 |
0.027 Ask Size: 15,000 |
NextEra Energy Inc |
72.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VD5N7U |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
72.00 - |
Maturity: |
20/09/2024 |
Issue date: |
07/05/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-261.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.27 |
Parity: |
-0.12 |
Time value: |
0.03 |
Break-even: |
71.72 |
Moneyness: |
0.98 |
Premium: |
0.02 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.01 |
Spread %: |
55.56% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-63.93 |
Rho: |
-0.01 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.018 |
Previous Close: |
0.024 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.94% |
1 Month |
|
|
-85.83% |
3 Months |
|
|
-91.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.031 |
0.019 |
1M High / 1M Low: |
0.192 |
0.019 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.023 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.072 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
327.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |