BVT Put 60 EBAY 20.12.2024/  DE000VC2PZA1  /

Frankfurt Zert./VONT
2024-11-08  7:54:38 PM Chg.-0.003 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.103EUR -2.83% -
Bid Size: -
-
Ask Size: -
eBay Inc 60.00 USD 2024-12-20 Put
 

Master data

WKN: VC2PZA
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2024-12-20
Issue date: 2024-08-23
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -51.10
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.18
Time value: 0.11
Break-even: 54.85
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 9.71%
Delta: -0.33
Theta: -0.02
Omega: -16.82
Rho: -0.02
 

Quote data

Open: 0.108
High: 0.108
Low: 0.091
Previous Close: 0.106
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -64.48%
1 Month
  -11.97%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.207 0.103
1M High / 1M Low: 0.360 0.091
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.145
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   411.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -