BVT Put 880 LLY 19.07.2024
/ DE000VD8DTZ3
BVT Put 880 LLY 19.07.2024/ DE000VD8DTZ3 /
7/12/2024 7:43:30 PM |
Chg.-0.171 |
Bid9:57:20 PM |
Ask7:43:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
-80.28% |
- Bid Size: - |
- Ask Size: - |
Eli Lilly and Co |
880.00 USD |
7/19/2024 |
Put |
Master data
WKN: |
VD8DTZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Eli Lilly and Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
880.00 USD |
Maturity: |
7/19/2024 |
Issue date: |
6/21/2024 |
Last trading day: |
7/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-499.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.26 |
Parity: |
-6.27 |
Time value: |
0.17 |
Break-even: |
805.13 |
Moneyness: |
0.93 |
Premium: |
0.07 |
Premium p.a.: |
76.46 |
Spread abs.: |
0.13 |
Spread %: |
314.29% |
Delta: |
-0.08 |
Theta: |
-0.58 |
Omega: |
-39.62 |
Rho: |
-0.01 |
Quote data
Open: |
0.168 |
High: |
0.168 |
Low: |
0.042 |
Previous Close: |
0.213 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-93.33% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.042 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.196 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |