BVT Put 92 EL 20.12.2024/ DE000VC0F902 /
09/10/2024 10:34:23 | Chg.0.000 | Bid10:38:12 | Ask10:38:12 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.640EUR | 0.00% | 0.630 Bid Size: 25,000 |
0.660 Ask Size: 25,000 |
Estee Lauder Compani... | 92.00 USD | 20/12/2024 | Put |
Master data
WKN: | VC0F90 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Estee Lauder Companies Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 92.00 USD |
Maturity: | 20/12/2024 |
Issue date: | 22/07/2024 |
Last trading day: | 20/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -13.16 |
Leverage: | Yes |
Calculated values
Fair value: | 0.49 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.51 |
Historic volatility: | 0.40 |
Parity: | -0.17 |
Time value: | 0.65 |
Break-even: | 77.32 |
Moneyness: | 0.98 |
Premium: | 0.10 |
Premium p.a.: | 0.59 |
Spread abs.: | 0.01 |
Spread %: | 1.56% |
Delta: | -0.41 |
Theta: | -0.05 |
Omega: | -5.37 |
Rho: | -0.08 |
Quote data
Open: | 0.640 |
---|---|
High: | 0.640 |
Low: | 0.640 |
Previous Close: | 0.640 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +16.36% | ||
---|---|---|---|
1 Month | -31.91% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.640 | 0.550 |
---|---|---|
1M High / 1M Low: | 1.150 | 0.440 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.594 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.788 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 223.84% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |