BVT Put 280 SHW 20.12.2024
/ DE000VD3SRR3
BVT Put 280 SHW 20.12.2024/ DE000VD3SRR3 /
| 6/7/2024 7:50:43 PM |
Chg.+0.350 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+30.97% |
-
Bid Size: - |
-
Ask Size: - |
Sherwin Williams |
280.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3SRR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Sherwin Williams |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
0.97 |
| Time value: |
0.52 |
| Break-even: |
265.10 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.36% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-9.61 |
| Rho: |
-0.85 |
Quote data
| Open: |
1.160 |
| High: |
1.520 |
| Low: |
1.150 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.54% |
| 1 Month |
|
|
+40.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.130 |
| 1M High / 1M Low: |
1.480 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
