BVT Put 860 LLY 20.06.2025
/ DE000VD9BU09
BVT Put 860 LLY 20.06.2025/ DE000VD9BU09 /
| 2024-11-11 9:49:04 AM |
Chg.-1.39 |
Bid11:33:57 AM |
Ask11:33:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.42EUR |
-14.17% |
8.67
Bid Size: 6,000 |
8.77
Ask Size: 6,000 |
ELI LILLY |
860.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
VD9BU0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
860.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-05 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.64 |
| Intrinsic value: |
8.38 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.27 |
| Parity: |
8.38 |
| Time value: |
0.05 |
| Break-even: |
775.70 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
0.36% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-6.62 |
| Rho: |
-3.89 |
Quote data
| Open: |
8.42 |
| High: |
8.42 |
| Low: |
8.42 |
| Previous Close: |
9.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.46% |
| 1 Month |
|
|
+29.34% |
| 3 Months |
|
|
-11.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.81 |
8.43 |
| 1M High / 1M Low: |
10.81 |
5.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
