BVT Put 920 LLY 17.01.2025
/ DE000VD8D5C8
BVT Put 920 LLY 17.01.2025/ DE000VD8D5C8 /
| 2024-07-30 8:34:03 AM |
Chg.-0.28 |
Bid8:46:04 AM |
Ask8:46:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.09EUR |
-2.09% |
13.10
Bid Size: 3,000 |
13.27
Ask Size: 3,000 |
ELI LILLY |
920.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
VD8D5C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
920.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.86 |
| Intrinsic value: |
17.86 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
17.86 |
| Time value: |
-4.57 |
| Break-even: |
787.10 |
| Moneyness: |
1.24 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.15% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
13.09 |
| High: |
13.09 |
| Low: |
13.09 |
| Previous Close: |
13.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.90% |
| 1 Month |
|
|
+75.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.37 |
9.03 |
| 1M High / 1M Low: |
13.37 |
5.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
