BVT Put 110 EL 20.12.2024
/ DE000VD3SQY1
BVT Put 110 EL 20.12.2024/ DE000VD3SQY1 /
| 9/6/2024 2:05:06 PM |
Chg.+0.090 |
Bid4:43:12 PM |
Ask4:43:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
+4.74% |
2.090
Bid Size: 69,000 |
2.100
Ask Size: 69,000 |
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: |
-4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.89 |
| Implied volatility: |
- |
| Historic volatility: |
0.38 |
| Parity: |
2.89 |
| Time value: |
-0.92 |
| Break-even: |
90.30 |
| Moneyness: |
1.36 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.950 |
| High: |
1.990 |
| Low: |
1.950 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.29% |
| 1 Month |
|
|
+3.65% |
| 3 Months |
|
|
+206.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.750 |
| 1M High / 1M Low: |
2.370 |
1.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.879 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
