BVT Put 130 E3X1 20.12.2024
/ DE000VD3SSA7
BVT Put 130 E3X1 20.12.2024/ DE000VD3SSA7 /
| 31/07/2024 08:43:44 |
Chg.-0.07 |
Bid21:18:40 |
Ask21:18:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-5.79% |
1.21
Bid Size: 36,000 |
1.23
Ask Size: 36,000 |
EXPEDIA GRP INC. DL-... |
130.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3SSA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
EXPEDIA GRP INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.40 |
| Parity: |
1.12 |
| Time value: |
0.11 |
| Break-even: |
117.70 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.65% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-6.68 |
| Rho: |
-0.37 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.55% |
| 1 Month |
|
|
-11.63% |
| 3 Months |
|
|
-6.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.06 |
| 1M High / 1M Low: |
1.42 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
