BVT Put 68 EL 20.12.2024/ DE000VC10FU3 /
2024-11-12 7:55:22 PM | Chg.+0.200 | Bid7:58:27 PM | Ask7:58:27 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.690EUR | +40.82% | 0.690 Bid Size: 119,000 |
0.700 Ask Size: 119,000 |
Estee Lauder Compani... | 68.00 - | 2024-12-20 | Put |
Master data
WKN: | VC10FU |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Estee Lauder Companies Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 68.00 - |
Maturity: | 2024-12-20 |
Issue date: | 2024-08-13 |
Last trading day: | 2024-12-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -10.63 |
Leverage: | Yes |
Calculated values
Fair value: | 0.81 |
---|---|
Intrinsic value: | 0.74 |
Implied volatility: | - |
Historic volatility: | 0.41 |
Parity: | 0.74 |
Time value: | -0.17 |
Break-even: | 62.30 |
Moneyness: | 1.12 |
Premium: | -0.03 |
Premium p.a.: | -0.24 |
Spread abs.: | 0.01 |
Spread %: | 1.79% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 0.530 |
---|---|
High: | 0.690 |
Low: | 0.530 |
Previous Close: | 0.490 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +43.75% | ||
---|---|---|---|
1 Month | +1012.90% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.610 | 0.430 |
---|---|---|
1M High / 1M Low: | 0.610 | 0.071 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.510 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.247 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 1,153.36% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |