BVT Put 900 MOH 20.09.2024
/ DE000VD16LJ9
BVT Put 900 MOH 20.09.2024/ DE000VD16LJ9 /
| 2024-09-05 8:41:19 AM |
Chg.+0.18 |
Bid11:39:08 AM |
Ask11:39:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
+7.47% |
2.72
Bid Size: 69,000 |
2.73
Ask Size: 69,000 |
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: |
-2.48 |
| 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: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
-8.48% |
| 3 Months |
|
|
+62.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
2.22 |
| 1M High / 1M Low: |
2.83 |
2.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
