BVT Put 85 EW 21.06.2024/ DE000VD17TP7 /
2024-06-03 4:56:02 PM | Chg.-0.034 | Bid7:50:09 PM | Ask7:50:09 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.118EUR | -22.37% | 0.121 Bid Size: 128,000 |
0.131 Ask Size: 128,000 |
Edwards Lifesciences... | 85.00 USD | 2024-06-21 | Put |
Master data
WKN: | VD17TP |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Edwards Lifesciences Corp |
Type: | Warrant |
Option type: | Put |
Strike price: | 85.00 USD |
Maturity: | 2024-06-21 |
Issue date: | 2024-03-15 |
Last trading day: | 2024-06-21 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -53.73 |
Leverage: | Yes |
Calculated values
Fair value: | 0.10 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.26 |
Parity: | -0.17 |
Time value: | 0.15 |
Break-even: | 76.83 |
Moneyness: | 0.98 |
Premium: | 0.04 |
Premium p.a.: | 1.23 |
Spread abs.: | 0.01 |
Spread %: | 7.19% |
Delta: | -0.36 |
Theta: | -0.06 |
Omega: | -19.27 |
Rho: | -0.01 |
Quote data
Open: | 0.149 |
---|---|
High: | 0.149 |
Low: | 0.083 |
Previous Close: | 0.152 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +5.36% | ||
---|---|---|---|
1 Month | -52.80% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.152 | 0.105 |
---|---|---|
1M High / 1M Low: | 0.250 | 0.056 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.128 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.152 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 566.74% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |