BVT Put 110 E3X1 20.12.2024
/ DE000VD3SR50
BVT Put 110 E3X1 20.12.2024/ DE000VD3SR50 /
2024-07-08 10:24:45 AM |
Chg.0.000 |
Bid10:35:02 AM |
Ask10:35:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
0.00% |
0.550 Bid Size: 9,000 |
0.590 Ask Size: 9,000 |
EXPEDIA GRP INC. DL-... |
110.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3SR5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
EXPEDIA GRP INC. DL-,0001 |
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: |
-20.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.40 |
Parity: |
-0.42 |
Time value: |
0.57 |
Break-even: |
104.30 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
3.64% |
Delta: |
-0.35 |
Theta: |
-0.02 |
Omega: |
-7.06 |
Rho: |
-0.21 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.78% |
1 Month |
|
|
-9.84% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.530 |
1M High / 1M Low: |
0.600 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.533 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |