BVT Put 96 EL 21.03.2025/ DE000VC0F9D6 /
| 11/14/2024 8:59:31 AM | Chg.+0.06 | Bid11:00:36 AM | Ask11:00:36 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.19EUR | +1.92% | 3.17 Bid Size: 19,000 |
3.28 Ask Size: 19,000 |
Estee Lauder Compani... | 96.00 USD | 3/21/2025 | Put |
Master data
| WKN: | VC0F9D |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Estee Lauder Companies Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 96.00 USD |
| Maturity: | 3/21/2025 |
| Issue date: | 7/22/2024 |
| Last trading day: | 3/21/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -1.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.14 |
|---|---|
| Intrinsic value: | 3.14 |
| Implied volatility: | 0.62 |
| Historic volatility: | 0.41 |
| Parity: | 3.14 |
| Time value: | 0.07 |
| Break-even: | 58.76 |
| Moneyness: | 1.53 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.01 |
| Spread %: | 0.31% |
| Delta: | -0.83 |
| Theta: | -0.01 |
| Omega: | -1.54 |
| Rho: | -0.28 |
Quote data
| Open: | 3.19 |
|---|---|
| High: | 3.19 |
| Low: | 3.19 |
| Previous Close: | 3.13 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.93% | ||
|---|---|---|---|
| 1 Month | +212.75% | ||
| 3 Months | +131.16% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.13 | 2.81 |
|---|---|---|
| 1M High / 1M Low: | 3.13 | 1.02 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.00 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.91 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 305.49% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
