BVT Put 840 LLY 20.12.2024
/ DE000VD7FDS9
BVT Put 840 LLY 20.12.2024/ DE000VD7FDS9 /
| 2024-10-08 4:44:22 PM |
Chg.-0.590 |
Bid6:16:20 PM |
Ask6:16:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.550EUR |
-18.79% |
2.770
Bid Size: 20,000 |
2.800
Ask Size: 20,000 |
ELI LILLY |
840.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD7FDS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
840.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.27 |
| Parity: |
2.14 |
| Time value: |
1.06 |
| Break-even: |
808.00 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.95% |
| Delta: |
-0.59 |
| Theta: |
-0.11 |
| Omega: |
-15.19 |
| Rho: |
-1.04 |
Quote data
| Open: |
3.280 |
| High: |
3.280 |
| Low: |
2.550 |
| Previous Close: |
3.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.18% |
| 1 Month |
|
|
-31.27% |
| 3 Months |
|
|
-27.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.760 |
3.140 |
| 1M High / 1M Low: |
3.840 |
2.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
