BVT Put 720 LLY 16.08.2024
/ DE000VC06DV4
BVT Put 720 LLY 16.08.2024/ DE000VC06DV4 /
| 12/08/2024 13:40:52 |
Chg.+0.005 |
Bid14:04:52 |
Ask14:03:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
+33.33% |
0.019
Bid Size: 10,000 |
0.166
Ask Size: 10,000 |
ELI LILLY |
720.00 - |
16/08/2024 |
Put |
Master data
| WKN: |
VC06DV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
720.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
01/08/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-501.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.27 |
| Parity: |
-9.71 |
| Time value: |
0.16 |
| Break-even: |
718.37 |
| Moneyness: |
0.88 |
| Premium: |
0.12 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.15 |
| Spread %: |
805.56% |
| Delta: |
-0.06 |
| Theta: |
-0.93 |
| Omega: |
-27.88 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.020 |
| Previous Close: |
0.015 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-98.97% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
0.015 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.931 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
