BVT Put 110 EL 21.06.2024
/ DE000VM526E6
BVT Put 110 EL 21.06.2024/ DE000VM526E6 /
| 6/17/2024 8:25:07 AM |
Chg.+0.003 |
Bid10:17:19 AM |
Ask10:17:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+4.62% |
0.072
Bid Size: 20,000 |
0.082
Ask Size: 20,000 |
Estee Lauder Compani... |
110.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM526E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-147.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
-0.36 |
| Time value: |
0.07 |
| Break-even: |
102.06 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
38.14 |
| Spread abs.: |
0.01 |
| Spread %: |
16.13% |
| Delta: |
-0.23 |
| Theta: |
-0.20 |
| Omega: |
-34.01 |
| Rho: |
0.00 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.065 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+112.50% |
| 1 Month |
|
|
+1260.00% |
| 3 Months |
|
|
-37.61% |
| YTD |
|
|
-79.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.032 |
| 1M High / 1M Low: |
0.082 |
0.005 |
| 6M High / 6M Low: |
0.640 |
0.005 |
| High (YTD): |
1/17/2024 |
0.640 |
| Low (YTD): |
5/17/2024 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.203 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,222.61% |
| Volatility 6M: |
|
585.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
