BVT Put 150 EL 20.09.2024
/ DE000VM7N6N3
BVT Put 150 EL 20.09.2024/ DE000VM7N6N3 /
2024-06-21 8:05:41 PM |
Chg.-0.250 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.400EUR |
-6.85% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
150.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM7N6N |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.38 |
Intrinsic value: |
3.38 |
Implied volatility: |
0.45 |
Historic volatility: |
0.39 |
Parity: |
3.38 |
Time value: |
0.03 |
Break-even: |
106.19 |
Moneyness: |
1.32 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.01 |
Spread %: |
0.29% |
Delta: |
-0.86 |
Theta: |
-0.02 |
Omega: |
-2.69 |
Rho: |
-0.31 |
Quote data
Open: |
3.500 |
High: |
3.500 |
Low: |
3.400 |
Previous Close: |
3.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.29% |
1 Month |
|
|
+45.30% |
3 Months |
|
|
+111.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.650 |
3.280 |
1M High / 1M Low: |
3.650 |
2.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.893 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |