BVT Put 900 MOH 20.09.2024
/ DE000VD16LJ9
BVT Put 900 MOH 20.09.2024/ DE000VD16LJ9 /
2024-07-29 7:55:47 PM |
Chg.+0.080 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.420EUR |
+3.42% |
- Bid Size: - |
- Ask Size: - |
LVMH E... |
900.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
VD16LJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
LVMH EO 0,3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
900.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-14 |
Last trading day: |
2024-09-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
2.37 |
Implied volatility: |
0.64 |
Historic volatility: |
0.26 |
Parity: |
2.37 |
Time value: |
0.05 |
Break-even: |
658.00 |
Moneyness: |
1.36 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.05 |
Spread %: |
2.11% |
Delta: |
-0.87 |
Theta: |
-0.25 |
Omega: |
-2.37 |
Rho: |
-1.19 |
Quote data
Open: |
2.450 |
High: |
2.450 |
Low: |
2.420 |
Previous Close: |
2.340 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+7.08% |
1 Month |
|
|
+32.97% |
3 Months |
|
|
+84.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.420 |
2.260 |
1M High / 1M Low: |
2.420 |
1.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |