BVT Put 840 LLY 16.08.2024
/ DE000VD8DS02
BVT Put 840 LLY 16.08.2024/ DE000VD8DS02 /
| 2024-08-02 8:29:57 AM |
Chg.-0.73 |
Bid11:58:52 AM |
Ask11:58:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.28EUR |
-14.57% |
4.68
Bid Size: 6,000 |
4.80
Ask Size: 6,000 |
Eli Lilly and Co |
840.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
VD8DS0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
840.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-21 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.28 |
| Parity: |
0.70 |
| Time value: |
3.21 |
| Break-even: |
739.66 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
1.89 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
-0.50 |
| Theta: |
-1.24 |
| Omega: |
-9.93 |
| Rho: |
-0.16 |
Quote data
| Open: |
4.28 |
| High: |
4.28 |
| Low: |
4.28 |
| Previous Close: |
5.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.91% |
| 1 Month |
|
|
+231.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.93 |
4.84 |
| 1M High / 1M Low: |
5.93 |
0.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
626.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
