BVT Put 940 LLY 21.03.2025
/ DE000VD9RTM9
BVT Put 940 LLY 21.03.2025/ DE000VD9RTM9 /
| 2024-07-30 8:54:04 AM |
Chg.-0.34 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.08EUR |
-2.20% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
19.34 |
| Intrinsic value: |
19.34 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
19.34 |
| Time value: |
-4.21 |
| Break-even: |
788.70 |
| Moneyness: |
1.26 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.13% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
15.08 |
| High: |
15.08 |
| Low: |
15.08 |
| Previous Close: |
15.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.59% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.42 |
11.04 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.74 |
| 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: |
|
- |
