BVT Put 130 EL 21.06.2024
/ DE000VM58A34
BVT Put 130 EL 21.06.2024/ DE000VM58A34 /
| 2024-06-17 8:38:15 AM |
Chg.-0.02 |
Bid10:06:48 AM |
Ask10:06:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-1.33% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
130.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM58A3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.39 |
| Parity: |
1.50 |
| Time value: |
0.02 |
| Break-even: |
106.27 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
-0.94 |
| Theta: |
-0.11 |
| Omega: |
-6.60 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.45% |
| 1 Month |
|
|
+604.76% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
+97.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
0.94 |
| 1M High / 1M Low: |
1.50 |
0.21 |
| 6M High / 6M Low: |
1.50 |
0.21 |
| High (YTD): |
2024-06-14 |
1.50 |
| Low (YTD): |
2024-05-17 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.66% |
| Volatility 6M: |
|
279.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
