BVT Put 920 MOH 20.09.2024
/ DE000VD18F54
BVT Put 920 MOH 20.09.2024/ DE000VD18F54 /
05/09/2024 08:44:38 |
Chg.+0.17 |
Bid13:36:47 |
Ask13:36:47 |
Underlying |
Strike price |
Expiration date |
Option type |
2.79EUR |
+6.49% |
2.94 Bid Size: 69,000 |
2.95 Ask Size: 69,000 |
LVMH E... |
920.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
VD18F5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
LVMH EO 0,3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
920.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
15/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.77 |
Intrinsic value: |
2.77 |
Implied volatility: |
1.04 |
Historic volatility: |
0.26 |
Parity: |
2.77 |
Time value: |
0.02 |
Break-even: |
641.00 |
Moneyness: |
1.43 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.72% |
Delta: |
-0.94 |
Theta: |
-0.42 |
Omega: |
-2.18 |
Rho: |
-0.36 |
Quote data
Open: |
2.79 |
High: |
2.79 |
Low: |
2.79 |
Previous Close: |
2.62 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.98% |
1 Month |
|
|
-9.12% |
3 Months |
|
|
+55.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.62 |
2.41 |
1M High / 1M Low: |
3.07 |
2.36 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |