BVT Put 1150 1N8 19.07.2024
/ DE000VD76DR3
BVT Put 1150 1N8 19.07.2024/ DE000VD76DR3 /
| 12/07/2024 16:55:38 |
Chg.-0.212 |
Bid18:52:02 |
Ask18:52:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.188EUR |
-53.00% |
0.165
Bid Size: 10,000 |
0.216
Ask Size: 10,000 |
ADYEN N.V. E... |
1,150.00 EUR |
19/07/2024 |
Put |
Master data
| WKN: |
VD76DR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,150.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
18/06/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.68 |
| Parity: |
0.22 |
| Time value: |
0.31 |
| Break-even: |
1,097.00 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
3.15 |
| Spread abs.: |
0.13 |
| Spread %: |
32.50% |
| Delta: |
-0.56 |
| Theta: |
-2.85 |
| Omega: |
-11.96 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.188 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.330 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
