BVT Put 76 NEM 20.09.2024
/ DE000VM5LHL6
BVT Put 76 NEM 20.09.2024/ DE000VM5LHL6 /
| 11/07/2024 18:12:10 |
Chg.-0.010 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.148EUR |
-6.33% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
76.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VM5LHL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
16/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-55.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.30 |
| Parity: |
-1.59 |
| Time value: |
0.17 |
| Break-even: |
74.35 |
| Moneyness: |
0.83 |
| Premium: |
0.19 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.01 |
| Spread %: |
6.45% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-8.32 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.154 |
| High: |
0.160 |
| Low: |
0.147 |
| Previous Close: |
0.158 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.67% |
| 1 Month |
|
|
-31.80% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-82.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.161 |
0.132 |
| 1M High / 1M Low: |
0.270 |
0.132 |
| 6M High / 6M Low: |
0.900 |
0.132 |
| High (YTD): |
05/01/2024 |
1.000 |
| Low (YTD): |
05/07/2024 |
0.132 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.59% |
| Volatility 6M: |
|
158.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
