BVT Put 940 LLY 18.10.2024
/ DE000VC193L2
BVT Put 940 LLY 18.10.2024/ DE000VC193L2 /
| 2024-10-08 5:09:11 PM |
Chg.-1.320 |
Bid7:06:09 PM |
Ask7:06:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.900EUR |
-31.28% |
3.230
Bid Size: 12,000 |
3.260
Ask Size: 12,000 |
ELI LILLY |
940.00 - |
2024-10-18 |
Put |
Master data
| WKN: |
VC193L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
940.00 - |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-08-16 |
| Last trading day: |
2024-10-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.14 |
| Intrinsic value: |
12.14 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
12.14 |
| Time value: |
-7.85 |
| Break-even: |
897.10 |
| Moneyness: |
1.15 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.97 |
| Spread abs.: |
0.03 |
| Spread %: |
0.70% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.670 |
| High: |
4.670 |
| Low: |
2.900 |
| Previous Close: |
4.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.31% |
| 1 Month |
|
|
-46.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.610 |
4.220 |
| 1M High / 1M Low: |
5.980 |
2.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
