BVT Put 110 E3X1 20.12.2024
/ DE000VD3SR50
BVT Put 110 E3X1 20.12.2024/ DE000VD3SR50 /
| 2024-07-31 8:43:45 AM |
Chg.-0.030 |
Bid6:37:40 PM |
Ask6:37:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-6.12% |
0.500
Bid Size: 36,000 |
0.520
Ask Size: 36,000 |
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: |
-23.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.40 |
| Parity: |
-0.88 |
| Time value: |
0.51 |
| Break-even: |
104.90 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
-0.29 |
| Theta: |
-0.03 |
| Omega: |
-6.84 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.20% |
| 1 Month |
|
|
-11.54% |
| 3 Months |
|
|
-22.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.410 |
| 1M High / 1M Low: |
0.580 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
