BVT Put 860 LLY 16.08.2024
/ DE000VD8DS10
BVT Put 860 LLY 16.08.2024/ DE000VD8DS10 /
| 8/2/2024 10:10:49 AM |
Chg.+0.200 |
Bid12:16:18 PM |
Ask12:16:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.940EUR |
+3.48% |
5.910
Bid Size: 5,000 |
6.050
Ask Size: 5,000 |
Eli Lilly and Co |
860.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
VD8DS1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
860.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/21/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.28 |
| Parity: |
2.56 |
| Time value: |
2.53 |
| Break-even: |
746.40 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
-0.58 |
| Theta: |
-1.24 |
| Omega: |
-8.79 |
| Rho: |
-0.19 |
Quote data
| Open: |
5.940 |
| High: |
5.940 |
| Low: |
5.940 |
| Previous Close: |
5.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.19% |
| 1 Month |
|
|
+177.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.650 |
5.740 |
| 1M High / 1M Low: |
7.650 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
667.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
