BVT Put 140 EL 20.09.2024
/ DE000VM7N6M5
BVT Put 140 EL 20.09.2024/ DE000VM7N6M5 /
| 2024-07-05 8:49:18 AM |
Chg.+0.03 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.18EUR |
+0.95% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
140.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.10 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
3.10 |
| Time value: |
0.07 |
| Break-even: |
97.46 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
-0.85 |
| Theta: |
-0.02 |
| Omega: |
-2.63 |
| Rho: |
-0.24 |
Quote data
| Open: |
3.18 |
| High: |
3.18 |
| Low: |
3.18 |
| Previous Close: |
3.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.97% |
| 1 Month |
|
|
+83.82% |
| 3 Months |
|
|
+171.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
3.15 |
| 1M High / 1M Low: |
3.29 |
1.73 |
| 6M High / 6M Low: |
3.29 |
0.75 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.83% |
| Volatility 6M: |
|
162.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
