BVT Put 880 MOH 20.09.2024
/ DE000VD0YBL4
BVT Put 880 MOH 20.09.2024/ DE000VD0YBL4 /
| 06/06/2024 10:15:35 |
Chg.-0.060 |
Bid10:48:59 |
Ask10:48:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-4.69% |
1.230
Bid Size: 60,000 |
1.240
Ask Size: 60,000 |
LVMH E... |
880.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VD0YBL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LVMH EO 0,3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
880.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
26/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
1.27 |
| Time value: |
0.03 |
| Break-even: |
750.00 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
-0.80 |
| Theta: |
-0.08 |
| Omega: |
-4.65 |
| Rho: |
-2.13 |
Quote data
| Open: |
1.220 |
| High: |
1.220 |
| Low: |
1.220 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.57% |
| 1 Month |
|
|
+16.19% |
| 3 Months |
|
|
+46.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.280 |
| 1M High / 1M Low: |
1.540 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
