BVT Put 600 ADBE 19.07.2024
/ DE000VD16VT7
BVT Put 600 ADBE 19.07.2024/ DE000VD16VT7 /
11/06/2024 13:58:52 |
Chg.+0.060 |
Bid15:45:52 |
Ask15:45:52 |
Underlying |
Strike price |
Expiration date |
Option type |
13.300EUR |
+0.45% |
13.430 Bid Size: 15,000 |
13.450 Ask Size: 15,000 |
Adobe Inc |
600.00 USD |
19/07/2024 |
Put |
Master data
WKN: |
VD16VT |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Adobe Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
600.00 USD |
Maturity: |
19/07/2024 |
Issue date: |
14/03/2024 |
Last trading day: |
19/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.01 |
Intrinsic value: |
13.01 |
Implied volatility: |
0.55 |
Historic volatility: |
0.28 |
Parity: |
13.01 |
Time value: |
0.06 |
Break-even: |
426.74 |
Moneyness: |
1.30 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
0.15% |
Delta: |
-0.92 |
Theta: |
-0.10 |
Omega: |
-3.00 |
Rho: |
-0.54 |
Quote data
Open: |
13.130 |
High: |
13.300 |
Low: |
13.130 |
Previous Close: |
13.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.93% |
1 Month |
|
|
+23.61% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.290 |
12.280 |
1M High / 1M Low: |
15.120 |
10.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.080 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |