BVT Put 110 EL 20.09.2024
/ DE000VM72858
BVT Put 110 EL 20.09.2024/ DE000VM72858 /
31/07/2024 08:43:44 |
Chg.+0.09 |
Bid17:18:37 |
Ask17:18:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.32EUR |
+7.32% |
1.31 Bid Size: 68,000 |
1.32 Ask Size: 68,000 |
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: |
-6.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.14 |
Intrinsic value: |
0.98 |
Implied volatility: |
0.56 |
Historic volatility: |
0.39 |
Parity: |
0.98 |
Time value: |
0.37 |
Break-even: |
88.20 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.01 |
Spread %: |
0.75% |
Delta: |
-0.64 |
Theta: |
-0.06 |
Omega: |
-4.35 |
Rho: |
-0.10 |
Quote data
Open: |
1.32 |
High: |
1.32 |
Low: |
1.32 |
Previous Close: |
1.23 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.79% |
1 Month |
|
|
+71.43% |
3 Months |
|
|
+450.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.30 |
1.16 |
1M High / 1M Low: |
1.47 |
0.94 |
6M High / 6M Low: |
1.47 |
0.20 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.24 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.50 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.82% |
Volatility 6M: |
|
224.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |