BVT Put 100 EL 20.12.2024
/ DE000VD3YGY0
BVT Put 100 EL 20.12.2024/ DE000VD3YGY0 /
| 2024-07-30 8:56:14 AM |
Chg.+0.020 |
Bid6:52:34 PM |
Ask6:52:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+2.11% |
1.090
Bid Size: 92,000 |
1.100
Ask Size: 46,000 |
Estee Lauder Compani... |
100.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3YGY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.39 |
| Parity: |
0.69 |
| Time value: |
0.29 |
| Break-even: |
90.20 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-5.65 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.19% |
| 1 Month |
|
|
+51.56% |
| 3 Months |
|
|
+246.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.930 |
| 1M High / 1M Low: |
1.120 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
