BVT Put 84 EL 20.12.2024/ DE000VC0F9W6 /
| 08/10/2024 08:57:37 | Chg.- | Bid08:03:03 | Ask08:03:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.370EUR | - | 0.370 Bid Size: 15,000 |
0.400 Ask Size: 15,000 |
Estee Lauder Compani... | 84.00 USD | 20/12/2024 | Put |
Master data
| WKN: | VC0F9W |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Estee Lauder Companies Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 84.00 USD |
| Maturity: | 20/12/2024 |
| Issue date: | 22/07/2024 |
| Last trading day: | 20/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -22.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.40 |
| Parity: | -0.90 |
| Time value: | 0.38 |
| Break-even: | 72.73 |
| Moneyness: | 0.89 |
| Premium: | 0.15 |
| Premium p.a.: | 1.03 |
| Spread abs.: | 0.01 |
| Spread %: | 2.70% |
| Delta: | -0.27 |
| Theta: | -0.04 |
| Omega: | -6.06 |
| Rho: | -0.05 |
Quote data
| Open: | 0.370 |
|---|---|
| High: | 0.370 |
| Low: | 0.370 |
| Previous Close: | 0.340 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.12% | ||
|---|---|---|---|
| 1 Month | -38.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.370 | 0.320 |
|---|---|---|
| 1M High / 1M Low: | 0.690 | 0.230 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.342 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.481 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 239.15% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
