BVT Put 150 EL 20.09.2024
/ DE000VM7N6N3
BVT Put 150 EL 20.09.2024/ DE000VM7N6N3 /
| 30/07/2024 20:07:00 |
Chg.+0.260 |
Bid08:03:35 |
Ask08:03:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.810EUR |
+5.71% |
4.700
Bid Size: 7,000 |
4.780
Ask Size: 7,000 |
Estee Lauder Compani... |
150.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7N6N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.55 |
| Intrinsic value: |
4.55 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.39 |
| Parity: |
4.55 |
| Time value: |
0.03 |
| Break-even: |
92.84 |
| Moneyness: |
1.49 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
-0.91 |
| Theta: |
-0.03 |
| Omega: |
-1.84 |
| Rho: |
-0.19 |
Quote data
| Open: |
4.560 |
| High: |
4.810 |
| Low: |
4.560 |
| Previous Close: |
4.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.22% |
| 1 Month |
|
|
+16.75% |
| 3 Months |
|
|
+236.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.810 |
4.550 |
| 1M High / 1M Low: |
4.870 |
3.980 |
| 6M High / 6M Low: |
4.870 |
1.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.12% |
| Volatility 6M: |
|
137.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
