BVT Put 960 LLY 21.03.2025
/ DE000VD92P10
BVT Put 960 LLY 21.03.2025/ DE000VD92P10 /
| 2024-11-12 8:17:23 AM |
Chg.+0.39 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.75EUR |
+2.92% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
960.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD92P1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
960.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-16 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.93 |
| Intrinsic value: |
17.93 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
17.93 |
| Time value: |
-4.36 |
| Break-even: |
824.30 |
| Moneyness: |
1.23 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
0.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
13.75 |
| High: |
13.75 |
| Low: |
13.75 |
| Previous Close: |
13.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.89% |
| 1 Month |
|
|
+41.61% |
| 3 Months |
|
|
+18.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.44 |
13.36 |
| 1M High / 1M Low: |
17.44 |
8.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
