BVT Put 420 LOR 20.09.2024
/ DE000VD76NM3
BVT Put 420 LOR 20.09.2024/ DE000VD76NM3 /
| 30/08/2024 08:23:29 |
Chg.-0.34 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-11.53% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-15.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
2.34 |
| Time value: |
0.30 |
| Break-even: |
393.60 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.16 |
| Spread %: |
6.45% |
| Delta: |
-0.77 |
| Theta: |
-0.19 |
| Omega: |
-11.50 |
| Rho: |
-0.18 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.31% |
| 1 Month |
|
|
-9.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
2.51 |
| 1M High / 1M Low: |
4.41 |
2.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
