BVT Put 96 EL 20.06.2025/ DE000VC0F9J3 /
| 11/11/2024 20:05:04 | Chg.-0.090 | Bid21:59:41 | Ask21:59:41 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.980EUR | -2.93% | - Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... | 96.00 USD | 20/06/2025 | Put |
Master data
| WKN: | VC0F9J |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Estee Lauder Companies Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 96.00 USD |
| Maturity: | 20/06/2025 |
| Issue date: | 22/07/2024 |
| Last trading day: | 20/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -1.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.00 |
|---|---|
| Intrinsic value: | 3.00 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.41 |
| Parity: | 3.00 |
| Time value: | 0.12 |
| Break-even: | 58.41 |
| Moneyness: | 1.50 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.01 |
| Spread %: | 0.32% |
| Delta: | -0.76 |
| Theta: | -0.01 |
| Omega: | -1.46 |
| Rho: | -0.46 |
Quote data
| Open: | 3.100 |
|---|---|
| High: | 3.100 |
| Low: | 2.960 |
| Previous Close: | 3.070 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +3.11% | ||
|---|---|---|---|
| 1 Month | +148.33% | ||
| 3 Months | +66.48% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.130 | 2.860 |
|---|---|---|
| 1M High / 1M Low: | 3.130 | 1.280 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.986 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.031 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 276.68% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
