BVT Put 110 EL 20.12.2024/  DE000VD3SQY1  /

Frankfurt Zert./VONT
7/5/2024  8:05:26 PM Chg.+0.030 Bid9:57:24 PM Ask9:57:24 PM Underlying Strike price Expiration date Option type
1.240EUR +2.48% -
Bid Size: -
-
Ask Size: -
Estee Lauder Compani... 110.00 - 12/20/2024 Put
 

Master data

WKN: VD3SQY
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 12/20/2024
Issue date: 4/10/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.11
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.19
Implied volatility: 0.21
Historic volatility: 0.39
Parity: 1.19
Time value: 0.02
Break-even: 97.90
Moneyness: 1.12
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.83%
Delta: -0.74
Theta: 0.00
Omega: -5.98
Rho: -0.39
 

Quote data

Open: 1.230
High: 1.240
Low: 1.200
Previous Close: 1.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+69.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 1.200
1M High / 1M Low: 1.270 0.730
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.989
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -