BVT Put 96 EL 20.12.2024/ DE000VC0F9Z9 /
| 11/11/2024 08:57:48 | Chg.+0.24 | Bid22:00:35 | Ask22:00:35 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.99EUR | +8.73% | - Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... | 96.00 USD | 20/12/2024 | Put |
Master data
| WKN: | VC0F9Z |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Estee Lauder Companies Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 96.00 USD |
| Maturity: | 20/12/2024 |
| Issue date: | 22/07/2024 |
| Last trading day: | 20/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -1.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.00 |
|---|---|
| Intrinsic value: | 3.00 |
| Implied volatility: | 0.77 |
| Historic volatility: | 0.41 |
| Parity: | 3.00 |
| Time value: | 0.01 |
| Break-even: | 59.51 |
| Moneyness: | 1.50 |
| Premium: | 0.00 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.01 |
| Spread %: | 0.33% |
| Delta: | -0.93 |
| Theta: | -0.02 |
| Omega: | -1.84 |
| Rho: | -0.09 |
Quote data
| Open: | 2.99 |
|---|---|
| High: | 2.99 |
| Low: | 2.99 |
| Previous Close: | 2.75 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.41% | ||
|---|---|---|---|
| 1 Month | +288.31% | ||
| 3 Months | +153.39% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.99 | 2.66 |
|---|---|---|
| 1M High / 1M Low: | 2.99 | 0.72 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.77 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.48 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 465.02% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
