BVT Put 120 EL 21.06.2024
/ DE000VM526F3
BVT Put 120 EL 21.06.2024/ DE000VM526F3 /
| 2024-06-04 8:25:21 AM |
Chg.-0.017 |
Bid11:13:35 AM |
Ask11:13:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.187EUR |
-8.33% |
0.196
Bid Size: 18,000 |
0.215
Ask Size: 18,000 |
Estee Lauder Compani... |
120.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM526F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-58.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.39 |
| Parity: |
-0.39 |
| Time value: |
0.19 |
| Break-even: |
108.08 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.91 |
| Spread abs.: |
0.01 |
| Spread %: |
5.43% |
| Delta: |
-0.31 |
| Theta: |
-0.09 |
| Omega: |
-18.35 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.187 |
| High: |
0.187 |
| Low: |
0.187 |
| Previous Close: |
0.204 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.50% |
| 1 Month |
|
|
-1.06% |
| 3 Months |
|
|
-28.08% |
| YTD |
|
|
-62.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.193 |
| 1M High / 1M Low: |
0.350 |
0.053 |
| 6M High / 6M Low: |
0.980 |
0.053 |
| High (YTD): |
2024-01-17 |
0.980 |
| Low (YTD): |
2024-05-17 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.249 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.168 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
549.49% |
| Volatility 6M: |
|
318.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
