BVT Put 1050 1N8 19.07.2024
/ DE000VD76GA2
BVT Put 1050 1N8 19.07.2024/ DE000VD76GA2 /
| 2024-06-26 7:43:23 PM |
Chg.+0.011 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+9.24% |
-
Bid Size: - |
-
Ask Size: - |
ADYEN N.V. E... |
1,050.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
VD76GA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,050.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2024-07-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-83.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.69 |
| Parity: |
-0.98 |
| Time value: |
0.14 |
| Break-even: |
1,036.30 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
3.34 |
| Spread abs.: |
0.02 |
| Spread %: |
18.10% |
| Delta: |
-0.19 |
| Theta: |
-0.72 |
| Omega: |
-15.75 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.104 |
| High: |
0.141 |
| Low: |
0.104 |
| Previous Close: |
0.119 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.03% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.169 |
0.119 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| 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: |
|
- |
