BVT Put 775 ADBE 20.12.2024
/ DE000VM5TYP5
BVT Put 775 ADBE 20.12.2024/ DE000VM5TYP5 /
2024-08-30 7:41:09 PM |
Chg.+0.030 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.170EUR |
+0.72% |
- Bid Size: - |
- Ask Size: - |
Adobe Inc |
775.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
VM5TYP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Adobe Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
775.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-22 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-12.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
17.55 |
Intrinsic value: |
18.16 |
Implied volatility: |
- |
Historic volatility: |
0.30 |
Parity: |
18.16 |
Time value: |
-13.98 |
Break-even: |
659.73 |
Moneyness: |
1.35 |
Premium: |
-0.27 |
Premium p.a.: |
-0.64 |
Spread abs.: |
0.01 |
Spread %: |
0.24% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.150 |
High: |
4.170 |
Low: |
4.140 |
Previous Close: |
4.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.24% |
1 Month |
|
|
-3.92% |
3 Months |
|
|
-6.08% |
YTD |
|
|
+20.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.190 |
4.140 |
1M High / 1M Low: |
4.370 |
4.140 |
6M High / 6M Low: |
4.470 |
3.690 |
High (YTD): |
2024-06-13 |
4.470 |
Low (YTD): |
2024-02-02 |
3.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.258 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.272 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
10.90% |
Volatility 6M: |
|
21.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |