BVT Put 130 EL 20.12.2024
/ DE000VD3SQ44
BVT Put 130 EL 20.12.2024/ DE000VD3SQ44 /
2024-07-30 8:46:20 AM |
Chg.+0.03 |
Bid1:30:11 PM |
Ask1:30:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.90EUR |
+1.05% |
2.89 Bid Size: 22,000 |
2.93 Ask Size: 22,000 |
Estee Lauder Compani... |
130.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3SQ4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.69 |
Intrinsic value: |
3.69 |
Implied volatility: |
- |
Historic volatility: |
0.39 |
Parity: |
3.69 |
Time value: |
-0.78 |
Break-even: |
100.90 |
Moneyness: |
1.40 |
Premium: |
-0.08 |
Premium p.a.: |
-0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.34% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.90 |
High: |
2.90 |
Low: |
2.90 |
Previous Close: |
2.87 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.11% |
1 Month |
|
|
+31.22% |
3 Months |
|
|
+195.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.98 |
2.81 |
1M High / 1M Low: |
3.16 |
2.46 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |