BVT Put 88 EL 20.12.2024/ DE000VD7SXT8 /
| 8/14/2024 7:41:36 PM | Chg.+0.010 | Bid9:58:57 PM | Ask9:58:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.790EUR | +1.28% | - Bid Size: - |
- Ask Size: - |
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: | -10.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.96 |
|---|---|
| Intrinsic value: | 0.44 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.39 |
| Parity: | 0.44 |
| Time value: | 0.35 |
| Break-even: | 80.10 |
| Moneyness: | 1.05 |
| Premium: | 0.04 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.01 |
| Spread %: | 1.28% |
| Delta: | -0.55 |
| Theta: | -0.02 |
| Omega: | -5.82 |
| Rho: | -0.19 |
Quote data
| Open: | 0.770 |
|---|---|
| High: | 0.820 |
| Low: | 0.770 |
| Previous Close: | 0.780 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -3.66% | ||
|---|---|---|---|
| 1 Month | +49.06% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.970 | 0.780 |
|---|---|---|
| 1M High / 1M Low: | 0.970 | 0.510 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.842 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.658 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 177.22% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
