BVT Put 120 EL 20.09.2024
/ DE000VM7N578
BVT Put 120 EL 20.09.2024/ DE000VM7N578 /
| 01/08/2024 08:45:08 |
Chg.-0.02 |
Bid09:10:29 |
Ask09:10:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
-0.97% |
2.04
Bid Size: 14,000 |
2.09
Ask Size: 14,000 |
Estee Lauder Compani... |
120.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7N57 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.39 |
| Parity: |
1.90 |
| Time value: |
0.19 |
| Break-even: |
90.05 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
-0.77 |
| Theta: |
-0.05 |
| Omega: |
-3.38 |
| Rho: |
-0.13 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.51% |
| 1 Month |
|
|
+32.47% |
| 3 Months |
|
|
+385.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.95 |
| 1M High / 1M Low: |
2.19 |
1.53 |
| 6M High / 6M Low: |
2.19 |
0.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
3,200 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
695.65 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
440.94 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.38% |
| Volatility 6M: |
|
205.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
