BVT Put 86 HEN3 15.11.2024
/ DE000VC52877
BVT Put 86 HEN3 15.11.2024/ DE000VC52877 /
| 2024-11-12 7:56:39 PM |
Chg.+0.020 |
Bid9:04:11 PM |
Ask9:04:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+2.35% |
-
Bid Size: - |
-
Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
86.00 EUR |
2024-11-15 |
Put |
Master data
| WKN: |
VC5287 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
86.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-16 |
| Last trading day: |
2024-11-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.16 |
| Parity: |
0.83 |
| Time value: |
0.05 |
| Break-even: |
77.20 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.04 |
| Spread %: |
4.76% |
| Delta: |
-0.86 |
| Theta: |
-0.26 |
| Omega: |
-7.56 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.870 |
| Low: |
0.840 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.63% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.570 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| 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: |
|
- |
