BVT Put 940 LLY 20.09.2024
/ DE000VD9RTT4
BVT Put 940 LLY 20.09.2024/ DE000VD9RTT4 /
| 7/30/2024 7:52:00 PM |
Chg.+1.880 |
Bid8:30:32 AM |
Ask8:30:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.730EUR |
+14.63% |
14.330
Bid Size: 2,000 |
14.560
Ask Size: 2,000 |
ELI LILLY |
940.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VD9RTT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
940.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
7/11/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
19.34 |
| Intrinsic value: |
19.34 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
19.34 |
| Time value: |
-6.51 |
| Break-even: |
811.70 |
| Moneyness: |
1.26 |
| Premium: |
-0.09 |
| Premium p.a.: |
-0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
0.16% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
12.590 |
| High: |
14.730 |
| Low: |
12.350 |
| Previous Close: |
12.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.88% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.730 |
8.620 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.158 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
