BVT Put 82 NKE 04.10.2024
/ DE000VC3N6B3
BVT Put 82 NKE 04.10.2024/ DE000VC3N6B3 /
| 9/26/2024 8:05:12 PM |
Chg.-0.036 |
Bid9:15:59 AM |
Ask9:15:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
-40.00% |
0.054
Bid Size: 27,000 |
0.064
Ask Size: 27,000 |
Nike Inc |
82.00 USD |
10/4/2024 |
Put |
Master data
| WKN: |
VC3N6B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Nike Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 USD |
| Maturity: |
10/4/2024 |
| Issue date: |
9/10/2024 |
| Last trading day: |
10/4/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-81.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.30 |
| Parity: |
-0.54 |
| Time value: |
0.10 |
| Break-even: |
72.71 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
33.14 |
| Spread abs.: |
0.01 |
| Spread %: |
11.49% |
| Delta: |
-0.21 |
| Theta: |
-0.14 |
| Omega: |
-17.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.054 |
| High: |
0.061 |
| Low: |
0.054 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.24% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.054 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
