BVT Put 120 ABL 21.06.2024
/ DE000VD0RE42
BVT Put 120 ABL 21.06.2024/ DE000VD0RE42 /
| 2024-05-31 2:01:25 PM |
Chg.+0.050 |
Bid4:55:08 PM |
Ask4:55:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
+2.99% |
1.680
Bid Size: 66,000 |
1.690
Ask Size: 66,000 |
ABBOTT LABS |
120.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VD0RE4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
2.61 |
| Time value: |
-0.91 |
| Break-even: |
103.00 |
| Moneyness: |
1.28 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.700 |
| High: |
1.720 |
| Low: |
1.700 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.44% |
| 1 Month |
|
|
+35.43% |
| 3 Months |
|
|
+290.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.490 |
| 1M High / 1M Low: |
1.720 |
1.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
