BVT Put 900 MOH 20.09.2024
/ DE000VD16LJ9
BVT Put 900 MOH 20.09.2024/ DE000VD16LJ9 /
9/4/2024 7:53:55 PM |
Chg.+0.260 |
Bid9:17:58 AM |
Ask9:17:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.560EUR |
+11.30% |
2.620 Bid Size: 68,000 |
2.630 Ask Size: 68,000 |
LVMH E... |
900.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.57 |
Intrinsic value: |
2.57 |
Implied volatility: |
0.99 |
Historic volatility: |
0.26 |
Parity: |
2.57 |
Time value: |
0.02 |
Break-even: |
641.00 |
Moneyness: |
1.40 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.78% |
Delta: |
-0.94 |
Theta: |
-0.41 |
Omega: |
-2.34 |
Rho: |
-0.36 |
Quote data
Open: |
2.460 |
High: |
2.570 |
Low: |
2.460 |
Previous Close: |
2.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.80% |
1 Month |
|
|
-6.57% |
3 Months |
|
|
+75.34% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.560 |
2.210 |
1M High / 1M Low: |
2.740 |
2.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.312 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.415 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |