BVT Put 900 LLY 20.09.2024
/ DE000VD8DCG9
BVT Put 900 LLY 20.09.2024/ DE000VD8DCG9 /
| 2024-07-30 8:34:10 AM |
Chg.-0.34 |
Bid8:48:24 AM |
Ask8:48:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.67EUR |
-3.40% |
9.67
Bid Size: 3,000 |
9.87
Ask Size: 3,000 |
ELI LILLY |
900.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD8DCG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.86 |
| Intrinsic value: |
15.86 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
15.86 |
| Time value: |
-5.98 |
| Break-even: |
801.20 |
| Moneyness: |
1.21 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
0.20% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.67 |
| High: |
9.67 |
| Low: |
9.67 |
| Previous Close: |
10.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.45% |
| 1 Month |
|
|
+146.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.01 |
5.34 |
| 1M High / 1M Low: |
10.01 |
2.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
405.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
