BVT Put 23 LDO 19.09.2024
/ DE000VD2Z590
BVT Put 23 LDO 19.09.2024/ DE000VD2Z590 /
| 2024-06-07 8:49:44 AM |
Chg.+0.09 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
+8.11% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
23.00 EUR |
2024-09-19 |
Put |
Master data
| WKN: |
VD2Z59 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
23.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-1.17 |
| Time value: |
1.18 |
| Break-even: |
21.82 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.10 |
| Spread %: |
9.26% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-7.00 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.08% |
| 1 Month |
|
|
-46.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.08 |
| 1M High / 1M Low: |
2.35 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
