BVT Put 92 BIDU 16.08.2024
/ DE000VD7FK17
BVT Put 92 BIDU 16.08.2024/ DE000VD7FK17 /
| 2024-07-26 8:48:49 AM |
Chg.-0.030 |
Bid4:49:46 PM |
Ask4:49:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-5.56% |
0.500
Bid Size: 56,000 |
0.510
Ask Size: 56,000 |
Baidu Inc |
92.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
VD7FK1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
0.39 |
| Time value: |
0.14 |
| Break-even: |
79.48 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.67 |
| Theta: |
-0.06 |
| Omega: |
-10.17 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
-17.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.370 |
| 1M High / 1M Low: |
0.780 |
0.134 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
474.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
