BVT Put 82 NESN 15.11.2024
/ DE000VC5Z1D4
BVT Put 82 NESN 15.11.2024/ DE000VC5Z1D4 /
| 2024-11-12 8:24:07 AM |
Chg.+0.070 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+23.33% |
-
Bid Size: - |
-
Ask Size: - |
NESTLE N |
82.00 CHF |
2024-11-15 |
Put |
Master data
| WKN: |
VC5Z1D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NESTLE N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 CHF |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-15 |
| Last trading day: |
2024-11-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.74 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.64 |
| Historic volatility: |
94,173.99 |
| Parity: |
0.42 |
| Time value: |
0.05 |
| Break-even: |
82.68 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.14 |
| Spread %: |
42.42% |
| Delta: |
-0.79 |
| Theta: |
-0.23 |
| Omega: |
-13.96 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+262.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.102 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.217 |
| 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: |
|
- |
