BVT Put 920 LLY 17.01.2025
/ DE000VD8D5C8
BVT Put 920 LLY 17.01.2025/ DE000VD8D5C8 /
| 05/07/2024 08:34:26 |
Chg.-0.38 |
Bid22:00:02 |
Ask22:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.95EUR |
-4.56% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
920.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
VD8D5C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
920.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
20/06/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.14 |
| Intrinsic value: |
7.63 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
7.63 |
| Time value: |
-0.35 |
| Break-even: |
847.20 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.28% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
7.95 |
| High: |
7.95 |
| Low: |
7.95 |
| Previous Close: |
8.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.43% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.33 |
7.24 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
