BVT Put 85 EW 20.09.2024/ DE000VD17TN2 /
2024-08-02 7:52:38 PM | Chg.+0.100 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.230EUR | +4.69% | - Bid Size: - |
- Ask Size: - |
Edwards Lifesciences... | 85.00 USD | 2024-09-20 | Put |
Master data
WKN: | VD17TN |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Edwards Lifesciences Corp |
Type: | Warrant |
Option type: | Put |
Strike price: | 85.00 USD |
Maturity: | 2024-09-20 |
Issue date: | 2024-03-15 |
Last trading day: | 2024-09-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -2.50 |
Leverage: | Yes |
Calculated values
Fair value: | 2.22 |
---|---|
Intrinsic value: | 2.22 |
Implied volatility: | 0.64 |
Historic volatility: | 0.37 |
Parity: | 2.22 |
Time value: | 0.01 |
Break-even: | 55.60 |
Moneyness: | 1.40 |
Premium: | 0.00 |
Premium p.a.: | 0.02 |
Spread abs.: | 0.01 |
Spread %: | 0.45% |
Delta: | -0.91 |
Theta: | -0.02 |
Omega: | -2.26 |
Rho: | -0.10 |
Quote data
Open: | 2.090 |
---|---|
High: | 2.250 |
Low: | 2.090 |
Previous Close: | 2.130 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +4.69% | ||
---|---|---|---|
1 Month | +922.94% | ||
3 Months | +364.58% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.230 | 1.960 |
---|---|---|
1M High / 1M Low: | 2.230 | 0.152 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.086 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.815 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 2,114.67% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |