BVT Put 110 ABL 20.12.2024
/ DE000VD3SSK6
BVT Put 110 ABL 20.12.2024/ DE000VD3SSK6 /
| 2024-10-11 7:46:04 PM |
Chg.-0.022 |
Bid7:52:35 PM |
Ask7:52:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.202EUR |
-9.82% |
0.204
Bid Size: 120,000 |
0.214
Ask Size: 120,000 |
ABBOTT LABS |
110.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SSK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
0.43 |
| Time value: |
-0.19 |
| Break-even: |
107.64 |
| Moneyness: |
1.04 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
4.42% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.224 |
| High: |
0.224 |
| Low: |
0.196 |
| Previous Close: |
0.224 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.59% |
| 1 Month |
|
|
-22.31% |
| 3 Months |
|
|
-75.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.224 |
| 1M High / 1M Low: |
0.340 |
0.172 |
| 6M High / 6M Low: |
1.000 |
0.172 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.626 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.87% |
| Volatility 6M: |
|
152.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
