BVT Put 110 EL 20.09.2024
/ DE000VM72858
BVT Put 110 EL 20.09.2024/ DE000VM72858 /
| 06/09/2024 08:47:47 |
Chg.+0.21 |
Bid11:04:32 |
Ask11:04:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
+13.04% |
1.84
Bid Size: 14,000 |
1.89
Ask Size: 14,000 |
Estee Lauder Compani... |
110.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7285 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.38 |
| Parity: |
1.79 |
| Time value: |
0.02 |
| Break-even: |
80.90 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
-0.93 |
| Theta: |
-0.04 |
| Omega: |
-4.17 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.55% |
| 1 Month |
|
|
+4.60% |
| 3 Months |
|
|
+405.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.61 |
| 1M High / 1M Low: |
2.22 |
1.45 |
| 6M High / 6M Low: |
2.22 |
0.20 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.52% |
| Volatility 6M: |
|
214.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
