BVT Put 110 ILU 20.12.2024
/ DE000VD9NVV5
BVT Put 110 ILU 20.12.2024/ DE000VD9NVV5 /
| 7/26/2024 8:46:20 AM |
Chg.0.00 |
Bid7:18:34 PM |
Ask7:18:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
0.00% |
1.13
Bid Size: 56,000 |
1.16
Ask Size: 56,000 |
ILLUMINA INC. D... |
110.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/10/2024 |
| Last trading day: |
12/20/2024 |
| 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: |
|
- |
