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: |
|
- |