BVT Put 940 LLY 21.03.2025
/ DE000VD9RTM9
BVT Put 940 LLY 21.03.2025/ DE000VD9RTM9 /
| 2024-10-09 8:56:14 AM |
Chg.-0.77 |
Bid8:32:01 PM |
Ask8:32:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.55EUR |
-8.26% |
8.36
Bid Size: 19,000 |
8.39
Ask Size: 19,000 |
ELI LILLY |
940.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD9RTM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
940.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-11 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.02 |
| Intrinsic value: |
10.75 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
10.75 |
| Time value: |
-2.24 |
| Break-even: |
854.90 |
| Moneyness: |
1.13 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.35% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.55 |
| High: |
8.55 |
| Low: |
8.55 |
| Previous Close: |
9.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.35% |
| 1 Month |
|
|
-5.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.10 |
9.32 |
| 1M High / 1M Low: |
10.39 |
7.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
