BVT Put 96 EL 20.09.2024/ DE000VC0F9P0 /
05/09/2024 08:59:43 | Chg.- | Bid08:13:40 | Ask08:13:40 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.470EUR | - | 0.630 Bid Size: 11,000 |
0.690 Ask Size: 11,000 |
Estee Lauder Compani... | 96.00 USD | 20/09/2024 | Put |
Master data
WKN: | VC0F9P |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Estee Lauder Companies Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 96.00 USD |
Maturity: | 20/09/2024 |
Issue date: | 22/07/2024 |
Last trading day: | 20/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -17.38 |
Leverage: | Yes |
Calculated values
Fair value: | 0.45 |
---|---|
Intrinsic value: | 0.32 |
Implied volatility: | 0.44 |
Historic volatility: | 0.38 |
Parity: | 0.32 |
Time value: | 0.16 |
Break-even: | 81.84 |
Moneyness: | 1.04 |
Premium: | 0.02 |
Premium p.a.: | 0.57 |
Spread abs.: | 0.01 |
Spread %: | 2.13% |
Delta: | -0.64 |
Theta: | -0.09 |
Omega: | -11.20 |
Rho: | -0.02 |
Quote data
Open: | 0.470 |
---|---|
High: | 0.470 |
Low: | 0.470 |
Previous Close: | 0.500 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -25.40% | ||
---|---|---|---|
1 Month | -46.59% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.630 | 0.470 |
---|---|---|
1M High / 1M Low: | 1.160 | 0.420 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.514 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.677 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 246.80% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |