BVT Put 130 EL 20.09.2024/  DE000VM7N545  /

EUWAX
7/31/2024  8:44:48 AM Chg.+0.12 Bid7/31/2024 Ask7/31/2024 Underlying Strike price Expiration date Option type
2.90EUR +4.32% 2.90
Bid Size: 8,000
2.97
Ask Size: 8,000
Estee Lauder Compani... 130.00 USD 9/20/2024 Put
 

Master data

WKN: VM7N54
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 130.00 USD
Maturity: 9/20/2024
Issue date: 1/2/2024
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.34
Leverage: Yes

Calculated values

Fair value: 2.71
Intrinsic value: 2.71
Implied volatility: 0.58
Historic volatility: 0.39
Parity: 2.71
Time value: 0.08
Break-even: 92.26
Moneyness: 1.29
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.36%
Delta: -0.85
Theta: -0.04
Omega: -2.83
Rho: -0.15
 

Quote data

Open: 2.90
High: 2.90
Low: 2.90
Previous Close: 2.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.81%
1 Month  
+43.56%
3 Months  
+332.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.87 2.69
1M High / 1M Low: 3.07 2.30
6M High / 6M Low: 3.07 0.50
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.79
Avg. volume 1W:   0.00
Avg. price 1M:   2.62
Avg. volume 1M:   0.00
Avg. price 6M:   1.27
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.72%
Volatility 6M:   177.75%
Volatility 1Y:   -
Volatility 3Y:   -