BVT Put 900 MOH 20.09.2024
/ DE000VD16LJ9
BVT Put 900 MOH 20.09.2024/ DE000VD16LJ9 /
| 2024-07-05 7:53:52 PM |
Chg.+0.120 |
Bid9:58:39 PM |
Ask9:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
+6.98% |
-
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: |
-3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
1.84 |
| Time value: |
0.03 |
| Break-even: |
713.00 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
1.63% |
| Delta: |
-0.85 |
| Theta: |
-0.14 |
| Omega: |
-3.25 |
| Rho: |
-1.65 |
Quote data
| Open: |
1.780 |
| High: |
1.840 |
| Low: |
1.780 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.10% |
| 1 Month |
|
|
+32.37% |
| 3 Months |
|
|
+54.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.720 |
| 1M High / 1M Low: |
1.940 |
1.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.751 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
