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: |
|
- |