BVT Put 88 EL 20.12.2024/ DE000VD7SXT8 /
| 2024-07-16 1:42:15 PM | Chg.-0.020 | Bid1:45:17 PM | Ask1:45:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.510EUR | -3.77% | 0.500 Bid Size: 36,000 |
0.510 Ask Size: 0 |
Estee Lauder Compani... | 88.00 - | 2024-12-20 | 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: | 2024-12-20 |
| Issue date: | 2024-06-12 |
| Last trading day: | 2024-12-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -17.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.64 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.39 |
| Parity: | -0.47 |
| Time value: | 0.53 |
| Break-even: | 82.70 |
| Moneyness: | 0.95 |
| Premium: | 0.11 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.01 |
| Spread %: | 1.92% |
| Delta: | -0.34 |
| Theta: | -0.02 |
| Omega: | -5.93 |
| Rho: | -0.16 |
Quote data
| Open: | 0.520 |
|---|---|
| High: | 0.520 |
| Low: | 0.510 |
| Previous Close: | 0.530 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +15.91% | ||
|---|---|---|---|
| 1 Month | +70.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.530 | 0.440 |
|---|---|---|
| 1M High / 1M Low: | 0.530 | 0.260 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.482 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.383 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 158.64% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
