BVT Put 88 EL 20.12.2024/ DE000VD7SXT8 /
9/17/2024 10:11:02 AM | Chg.-0.040 | Bid1:30:10 PM | Ask1:30:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.800EUR | -4.76% | 0.790 Bid Size: 44,000 |
0.810 Ask Size: 44,000 |
Estee Lauder Compani... | 88.00 - | 12/20/2024 | Put |
Master data
WKN: | VD7SXT |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Estee Lauder Companies Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 88.00 - |
Maturity: | 12/20/2024 |
Issue date: | 6/12/2024 |
Last trading day: | 12/20/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -9.22 |
Leverage: | Yes |
Calculated values
Fair value: | 1.31 |
---|---|
Intrinsic value: | 1.15 |
Implied volatility: | - |
Historic volatility: | 0.38 |
Parity: | 1.15 |
Time value: | -0.32 |
Break-even: | 79.70 |
Moneyness: | 1.15 |
Premium: | -0.04 |
Premium p.a.: | -0.15 |
Spread abs.: | 0.01 |
Spread %: | 1.22% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 0.800 |
---|---|
High: | 0.800 |
Low: | 0.800 |
Previous Close: | 0.840 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | -10.11% | ||
---|---|---|---|
1 Month | +26.98% | ||
3 Months | +185.71% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.920 | 0.840 |
---|---|---|
1M High / 1M Low: | 0.920 | 0.500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.878 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.663 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 197.44% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |