BVT Put 95 ABL 20.12.2024
/ DE000VD8E5D5
BVT Put 95 ABL 20.12.2024/ DE000VD8E5D5 /
| 2024-09-09 10:27:52 AM |
Chg.-0.066 |
Bid12:31:06 PM |
Ask12:31:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-84.62% |
0.059
Bid Size: 31,000 |
0.119
Ask Size: 31,000 |
ABBOTT LABS |
95.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD8E5D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-21 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-125.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
-0.77 |
| Time value: |
0.08 |
| Break-even: |
94.18 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
13.89% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-19.85 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.078 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-80.65% |
| 1 Month |
|
|
-93.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.055 |
| 1M High / 1M Low: |
0.175 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
