BVT Knock-Out 1N8/ DE000VD4H396 /
| 11/10/2024 10:21:01 | Chg.+0.22 | Bid21:36:36 | Ask21:36:36 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.48EUR | +17.46% | 1.34 Bid Size: 2,200 |
- Ask Size: - |
ADYEN N.V. E... | 1,496.80 EUR | 31/12/2078 | Put |
Master data
| Issuer: | Bank Vontobel AG |
|---|---|
| WKN: | VD4H39 |
| Currency: | EUR |
| Underlying: | ADYEN N.V. EO-,01 |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 1,496.80 EUR |
| Maturity: | Endless |
| Issue date: | 19/04/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -10.84 |
| Knock-out: | 1,496.80 |
| Knock-out violated on: | - |
| Distance to knock-out: | -136.80 |
| Distance to knock-out %: | -10.06% |
| Distance to strike price: | -136.80 |
| Distance to strike price %: | -10.06% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.00 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.23 |
| Spread %: | 22.33% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.48 |
|---|---|
| High: | 1.48 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.13% | ||
|---|---|---|---|
| 1 Month | -27.45% | ||
| 3 Months | -59.23% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.62 | 1.26 |
|---|---|---|
| 1M High / 1M Low: | 2.08 | 0.91 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.44 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.49 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 298.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
