BVT Put 130 ILU 20.12.2024
/ DE000VD99D90
BVT Put 130 ILU 20.12.2024/ DE000VD99D90 /
| 08/11/2024 09:06:10 |
Chg.-0.043 |
Bid11:50:39 |
Ask11:50:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.187EUR |
-18.70% |
0.174
Bid Size: 11,000 |
0.203
Ask Size: 11,000 |
ILLUMINA INC. D... |
130.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD99D9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
18/07/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-70.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.38 |
| Parity: |
-1.37 |
| Time value: |
0.20 |
| Break-even: |
127.97 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.03 |
| Spread %: |
16.67% |
| Delta: |
-0.19 |
| Theta: |
-0.06 |
| Omega: |
-13.42 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.187 |
| High: |
0.187 |
| Low: |
0.187 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.34% |
| 1 Month |
|
|
-81.11% |
| 3 Months |
|
|
-90.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.190 |
| 1M High / 1M Low: |
0.990 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
