BVT Put 76 NEM 20.09.2024
/ DE000VM5LHL6
BVT Put 76 NEM 20.09.2024/ DE000VM5LHL6 /
| 08/08/2024 15:06:43 |
Chg.+0.014 |
Bid15:55:16 |
Ask15:55:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.209EUR |
+7.18% |
0.205
Bid Size: 38,000 |
0.215
Ask Size: 38,000 |
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: |
-40.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.30 |
| Parity: |
-1.09 |
| Time value: |
0.22 |
| Break-even: |
73.85 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
2.27 |
| Spread abs.: |
0.01 |
| Spread %: |
4.88% |
| Delta: |
-0.21 |
| Theta: |
-0.05 |
| Omega: |
-8.40 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.198 |
| High: |
0.221 |
| Low: |
0.198 |
| Previous Close: |
0.195 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.14% |
| 1 Month |
|
|
+47.18% |
| 3 Months |
|
|
-40.29% |
| YTD |
|
|
-74.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.145 |
| 1M High / 1M Low: |
0.330 |
0.141 |
| 6M High / 6M Low: |
0.580 |
0.132 |
| High (YTD): |
05/01/2024 |
1.000 |
| Low (YTD): |
05/07/2024 |
0.132 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.328 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.65% |
| Volatility 6M: |
|
194.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
