BVT Put 150 EL 20.12.2024
/ DE000VD3SQ85
BVT Put 150 EL 20.12.2024/ DE000VD3SQ85 /
10/9/2024 5:02:40 PM |
Chg.+0.110 |
Bid7:19:47 PM |
Ask7:19:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.210EUR |
+2.16% |
5.130 Bid Size: 51,000 |
5.140 Ask Size: 51,000 |
Estee Lauder Compani... |
150.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD3SQ8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.44 |
Intrinsic value: |
6.44 |
Implied volatility: |
- |
Historic volatility: |
0.40 |
Parity: |
6.44 |
Time value: |
-1.33 |
Break-even: |
98.90 |
Moneyness: |
1.75 |
Premium: |
-0.16 |
Premium p.a.: |
-0.58 |
Spread abs.: |
0.01 |
Spread %: |
0.20% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
5.100 |
High: |
5.210 |
Low: |
5.100 |
Previous Close: |
5.100 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.38% |
1 Month |
|
|
-7.95% |
3 Months |
|
|
+22.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.100 |
4.720 |
1M High / 1M Low: |
6.030 |
4.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.914 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.290 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |