BVT Put 880 LLY 20.06.2025
/ DE000VD9BVP2
BVT Put 880 LLY 20.06.2025/ DE000VD9BVP2 /
| 06/09/2024 10:22:48 |
Chg.+0.200 |
Bid13:34:24 |
Ask13:34:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.630EUR |
+2.69% |
7.690
Bid Size: 8,000 |
7.720
Ask Size: 8,000 |
ELI LILLY |
880.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
VD9BVP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
880.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
05/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.77 |
| Intrinsic value: |
5.85 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.27 |
| Parity: |
5.85 |
| Time value: |
1.69 |
| Break-even: |
804.60 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.27% |
| Delta: |
-0.56 |
| Theta: |
-0.04 |
| Omega: |
-6.13 |
| Rho: |
-4.23 |
Quote data
| Open: |
7.630 |
| High: |
7.630 |
| Low: |
7.630 |
| Previous Close: |
7.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.48% |
| 1 Month |
|
|
-40.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.430 |
6.000 |
| 1M High / 1M Low: |
14.550 |
6.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.844 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
