BVT Put 110 ERT 20.12.2024
/ DE000VD3R0D6
BVT Put 110 ERT 20.12.2024/ DE000VD3R0D6 /
| 2024-07-26 8:45:00 AM |
Chg.+0.001 |
Bid5:26:08 PM |
Ask5:26:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
+1.08% |
0.082
Bid Size: 64,000 |
0.092
Ask Size: 64,000 |
EL. ARTS INC. D... |
110.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3R0D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-120.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-2.07 |
| Time value: |
0.11 |
| Break-even: |
108.92 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
10.20% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-12.46 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.094 |
| High: |
0.094 |
| Low: |
0.094 |
| Previous Close: |
0.093 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.77% |
| 1 Month |
|
|
-4.08% |
| 3 Months |
|
|
-71.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.102 |
0.073 |
| 1M High / 1M Low: |
0.118 |
0.073 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
