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: |
|
- |