BVT Put 92 EW 20.09.2024/ DE000VD1Z1B0 /
| 2024-05-30 7:44:21 PM | Chg.-0.040 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.640EUR | -5.88% | - Bid Size: - |
- Ask Size: - |
Edwards Lifesciences... | 92.00 USD | 2024-09-20 | Put |
Master data
| WKN: | VD1Z1B |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Edwards Lifesciences Corp |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 92.00 USD |
| Maturity: | 2024-09-20 |
| Issue date: | 2024-03-12 |
| Last trading day: | 2024-09-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -11.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.68 |
|---|---|
| Intrinsic value: | 0.46 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.26 |
| Parity: | 0.46 |
| Time value: | 0.24 |
| Break-even: | 78.18 |
| Moneyness: | 1.06 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 1.45% |
| Delta: | -0.58 |
| Theta: | -0.02 |
| Omega: | -6.73 |
| Rho: | -0.17 |
Quote data
| Open: | 0.730 |
|---|---|
| High: | 0.730 |
| Low: | 0.630 |
| Previous Close: | 0.680 |
| Turnover: | 0.000 |
| Market phase: | BOOK |
All quotes in EUR
Performance
| 1 Week | -1.54% | ||
|---|---|---|---|
| 1 Month | -28.09% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.690 | 0.640 |
|---|---|---|
| 1M High / 1M Low: | 0.890 | 0.500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.660 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.709 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 170.24% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
