BVT Put 340 LOR 21.03.2025
/ DE000VD3HX30
BVT Put 340 LOR 21.03.2025/ DE000VD3HX30 /
2024-09-02 8:05:41 PM |
Chg.+0.020 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+3.17% |
- Bid Size: - |
- Ask Size: - |
L OREAL INH. E... |
340.00 - |
2025-03-21 |
Put |
Master data
WKN: |
VD3HX3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-08 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-60.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-5.66 |
Time value: |
0.66 |
Break-even: |
333.40 |
Moneyness: |
0.86 |
Premium: |
0.16 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
3.13% |
Delta: |
-0.15 |
Theta: |
-0.04 |
Omega: |
-9.31 |
Rho: |
-0.37 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.650 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.80% |
1 Month |
|
|
-44.44% |
3 Months |
|
|
+35.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.630 |
1M High / 1M Low: |
1.180 |
0.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.674 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.894 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |