BVT Put 420 LOR 20.09.2024
/ DE000VD76NM3
BVT Put 420 LOR 20.09.2024/ DE000VD76NM3 /
| 26/07/2024 20:04:31 |
Chg.-0.590 |
Bid21:19:52 |
Ask21:19:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.670EUR |
-18.10% |
2.720
Bid Size: 1,200 |
2.950
Ask Size: 1,200 |
L OREAL INH. E... |
420.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VD76NM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
18/06/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
2.77 |
| Time value: |
0.91 |
| Break-even: |
383.30 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.25 |
| Spread %: |
7.31% |
| Delta: |
-0.65 |
| Theta: |
-0.14 |
| Omega: |
-7.00 |
| Rho: |
-0.45 |
Quote data
| Open: |
3.030 |
| High: |
3.030 |
| Low: |
2.670 |
| Previous Close: |
3.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.33% |
| 1 Month |
|
|
+147.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.260 |
2.120 |
| 1M High / 1M Low: |
3.260 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
