BVT Put 80 ILU 20.12.2024
/ DE000VD9NVX1
BVT Put 80 ILU 20.12.2024/ DE000VD9NVX1 /
30/08/2024 08:46:19 |
Chg.+0.012 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
+17.65% |
- Bid Size: - |
- Ask Size: - |
ILLUMINA INC. D... |
80.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD9NVX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ILLUMINA INC. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/07/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-111.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.38 |
Parity: |
-3.89 |
Time value: |
0.11 |
Break-even: |
78.93 |
Moneyness: |
0.67 |
Premium: |
0.34 |
Premium p.a.: |
1.59 |
Spread abs.: |
0.02 |
Spread %: |
28.92% |
Delta: |
-0.06 |
Theta: |
-0.02 |
Omega: |
-6.96 |
Rho: |
-0.03 |
Quote data
Open: |
0.080 |
High: |
0.080 |
Low: |
0.080 |
Previous Close: |
0.068 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.79% |
1 Month |
|
|
-72.41% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.066 |
1M High / 1M Low: |
0.520 |
0.039 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.074 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.211 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
871.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |