BVT Put 130 EL 20.09.2024
/ DE000VM7N545
BVT Put 130 EL 20.09.2024/ DE000VM7N545 /
| 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: |
|
- |
