BVT Put 23.5 8TI 19.12.2024
/ DE000VD0LLY3
BVT Put 23.5 8TI 19.12.2024/ DE000VD0LLY3 /
| 2024-11-12 8:17:35 AM |
Chg.-0.16 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.86EUR |
-1.45% |
-
Bid Size: - |
-
Ask Size: - |
STELLANTIS NV EO... |
23.50 EUR |
2024-12-19 |
Put |
Master data
| WKN: |
VD0LLY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STELLANTIS NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
23.50 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.75 |
| Intrinsic value: |
10.75 |
| Implied volatility: |
1.35 |
| Historic volatility: |
0.32 |
| Parity: |
10.75 |
| Time value: |
0.18 |
| Break-even: |
12.57 |
| Moneyness: |
1.84 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.17 |
| Spread %: |
1.58% |
| Delta: |
-0.89 |
| Theta: |
-0.01 |
| Omega: |
-1.03 |
| Rho: |
-0.02 |
Quote data
| Open: |
10.86 |
| High: |
10.86 |
| Low: |
10.86 |
| Previous Close: |
11.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.37% |
| 1 Month |
|
|
-4.49% |
| 3 Months |
|
|
+16.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.02 |
10.58 |
| 1M High / 1M Low: |
11.64 |
10.58 |
| 6M High / 6M Low: |
11.64 |
2.80 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.78% |
| Volatility 6M: |
|
86.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
