BVT Put 260 AP3 20.12.2024
/ DE000VD50LZ4
BVT Put 260 AP3 20.12.2024/ DE000VD50LZ4 /
| 2024-06-21 8:55:43 AM |
Chg.+0.10 |
Bid5:29:33 PM |
Ask5:29:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+9.01% |
1.15
Bid Size: 25,000 |
1.17
Ask Size: 25,000 |
AIR PROD. CHEM. ... |
260.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD50LZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.25 |
| Parity: |
0.59 |
| Time value: |
0.63 |
| Break-even: |
247.80 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
-0.49 |
| Theta: |
-0.02 |
| Omega: |
-10.29 |
| Rho: |
-0.69 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.52% |
| 1 Month |
|
|
-11.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.92 |
| 1M High / 1M Low: |
1.65 |
0.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
