BVT Put 96 EL 20.06.2025/ DE000VC0F9J3 /
| 2024-11-14 8:59:31 AM | Chg.+0.07 | Bid2024-11-14 | Ask2024-11-14 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.26EUR | +2.19% | 3.26 Bid Size: 13,000 |
3.39 Ask Size: 13,000 |
Estee Lauder Compani... | 96.00 USD | 2025-06-20 | 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: | 2025-06-20 |
| Issue date: | 2024-07-22 |
| Last trading day: | 2025-06-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -1.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.14 |
|---|---|
| Intrinsic value: | 3.14 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.41 |
| Parity: | 3.14 |
| Time value: | 0.13 |
| Break-even: | 58.16 |
| Moneyness: | 1.53 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.01 |
| Spread %: | 0.31% |
| Delta: | -0.76 |
| Theta: | -0.01 |
| Omega: | -1.38 |
| Rho: | -0.47 |
Quote data
| Open: | 3.26 |
|---|---|
| High: | 3.26 |
| Low: | 3.26 |
| Previous Close: | 3.19 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.16% | ||
|---|---|---|---|
| 1 Month | +167.21% | ||
| 3 Months | +110.32% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.19 | 2.89 |
|---|---|---|
| 1M High / 1M Low: | 3.19 | 1.22 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.07 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 2.04 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 256.81% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
