BVT Put 160 EL 20.09.2024
/ DE000VD18JT8
BVT Put 160 EL 20.09.2024/ DE000VD18JT8 /
| 7/30/2024 10:27:22 AM |
Chg.+0.020 |
Bid10:48:10 AM |
Ask10:48:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.480EUR |
+0.37% |
5.480
Bid Size: 12,000 |
5.540
Ask Size: 12,000 |
Estee Lauder Compani... |
160.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VD18JT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.48 |
| Intrinsic value: |
5.48 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.39 |
| Parity: |
5.48 |
| Time value: |
0.01 |
| Break-even: |
92.99 |
| Moneyness: |
1.59 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
-0.92 |
| Theta: |
-0.02 |
| Omega: |
-1.56 |
| Rho: |
-0.20 |
Quote data
| Open: |
5.480 |
| High: |
5.480 |
| Low: |
5.480 |
| Previous Close: |
5.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.36% |
| 1 Month |
|
|
+8.30% |
| 3 Months |
|
|
+178.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.580 |
5.460 |
| 1M High / 1M Low: |
5.780 |
4.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
