BVT Put 140 EL 20.09.2024
/ DE000VM7N6M5
BVT Put 140 EL 20.09.2024/ DE000VM7N6M5 /
| 7/16/2024 8:49:18 AM |
Chg.+0.16 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.60EUR |
+4.65% |
3.60
Bid Size: 7,000 |
3.68
Ask Size: 7,000 |
Estee Lauder Compani... |
140.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7N6M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-2.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
3.57 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.39 |
| Parity: |
3.57 |
| Time value: |
0.04 |
| Break-even: |
92.36 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
-0.88 |
| Theta: |
-0.02 |
| Omega: |
-2.26 |
| Rho: |
-0.21 |
Quote data
| Open: |
3.60 |
| High: |
3.60 |
| Low: |
3.60 |
| Previous Close: |
3.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.65% |
| 1 Month |
|
|
+44.58% |
| 3 Months |
|
|
+148.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.53 |
3.14 |
| 1M High / 1M Low: |
3.53 |
2.39 |
| 6M High / 6M Low: |
3.53 |
0.75 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.74% |
| Volatility 6M: |
|
160.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
