BVT Put 110 ILU 20.12.2024
/ DE000VD9NVV5
BVT Put 110 ILU 20.12.2024/ DE000VD9NVV5 /
2024-07-26 8:46:20 AM |
Chg.0.00 |
Bid1:30:21 PM |
Ask1:30:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.19EUR |
0.00% |
1.17 Bid Size: 24,000 |
1.21 Ask Size: 24,000 |
ILLUMINA INC. D... |
110.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD9NVV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ILLUMINA INC. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-07-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.44 |
Historic volatility: |
0.38 |
Parity: |
0.19 |
Time value: |
1.04 |
Break-even: |
97.70 |
Moneyness: |
1.02 |
Premium: |
0.10 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.03 |
Spread %: |
2.50% |
Delta: |
-0.45 |
Theta: |
-0.04 |
Omega: |
-3.94 |
Rho: |
-0.24 |
Quote data
Open: |
1.19 |
High: |
1.19 |
Low: |
1.19 |
Previous Close: |
1.19 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.25% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.19 |
1.05 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |