BVT Put 92 ABL 20.12.2024/  DE000VD3SR84  /

EUWAX
11/10/2024  10:13:11 Chg.-0.013 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.023EUR -36.11% -
Bid Size: -
-
Ask Size: -
ABBOTT LABS 92.00 - 20/12/2024 Put
 

Master data

WKN: VD3SR8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Put
Strike price: 92.00 -
Maturity: 20/12/2024
Issue date: 10/04/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -393.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.16
Parity: -1.42
Time value: 0.03
Break-even: 91.73
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 58.82%
Delta: -0.06
Theta: -0.01
Omega: -22.86
Rho: -0.01
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.51%
1 Month
  -39.47%
3 Months
  -88.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.023
1M High / 1M Low: 0.043 0.001
6M High / 6M Low: 0.270 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   8,310.93%
Volatility 6M:   3,339.98%
Volatility 1Y:   -
Volatility 3Y:   -