BVT Put 120 ABL 20.09.2024
/ DE000VD0RFA2
BVT Put 120 ABL 20.09.2024/ DE000VD0RFA2 /
| 2024-09-09 8:41:11 AM |
Chg.-0.090 |
Bid4:21:55 PM |
Ask4:21:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-14.06% |
0.420
Bid Size: 65,000 |
0.430
Ask Size: 65,000 |
ABBOTT LABS |
120.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD0RFA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
- |
| Historic volatility: |
0.17 |
| Parity: |
1.73 |
| Time value: |
-1.15 |
| Break-even: |
114.20 |
| Moneyness: |
1.17 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.29% |
| 1 Month |
|
|
-40.86% |
| 3 Months |
|
|
-62.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.520 |
| 1M High / 1M Low: |
1.110 |
0.520 |
| 6M High / 6M Low: |
1.830 |
0.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
3,400 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
809.524 |
| Avg. price 6M: |
|
1.219 |
| Avg. volume 6M: |
|
133.858 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.40% |
| Volatility 6M: |
|
147.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
