BVT Put 1060 ASME 16.08.2024
/ DE000VD92N20
BVT Put 1060 ASME 16.08.2024/ DE000VD92N20 /
| 7/26/2024 8:18:42 AM |
Chg.+0.07 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 25.58EUR |
+0.27% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
1,060.00 EUR |
8/16/2024 |
Put |
Master data
| WKN: |
VD92N2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,060.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
7/16/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.95 |
| Intrinsic value: |
23.95 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.31 |
| Parity: |
23.95 |
| Time value: |
1.13 |
| Break-even: |
809.20 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.77 |
| Spread %: |
3.17% |
| Delta: |
-0.85 |
| Theta: |
-1.00 |
| Omega: |
-2.77 |
| Rho: |
-0.52 |
Quote data
| Open: |
25.58 |
| High: |
25.58 |
| Low: |
25.58 |
| Previous Close: |
25.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.46% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
25.58 |
20.47 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
23.02 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
