BVT Put 95 EW 20.09.2024/ DE000VD17TQ5 /
| 2024-05-28 7:58:09 PM | Chg.+0.080 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.900EUR | +9.76% | - Bid Size: - |
- Ask Size: - |
Edwards Lifesciences... | 95.00 USD | 2024-09-20 | Put |
Master data
| WKN: | VD17TQ |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Edwards Lifesciences Corp |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 95.00 USD |
| Maturity: | 2024-09-20 |
| Issue date: | 2024-03-15 |
| Last trading day: | 2024-09-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -9.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.80 |
|---|---|
| Intrinsic value: | 0.65 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.26 |
| Parity: | 0.65 |
| Time value: | 0.19 |
| Break-even: | 79.07 |
| Moneyness: | 1.08 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.02 |
| Spread %: | 2.44% |
| Delta: | -0.63 |
| Theta: | -0.01 |
| Omega: | -6.08 |
| Rho: | -0.19 |
Quote data
| Open: | 0.820 |
|---|---|
| High: | 0.900 |
| Low: | 0.820 |
| Previous Close: | 0.820 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +36.36% | ||
|---|---|---|---|
| 1 Month | -10.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.900 | 0.660 |
|---|---|---|
| 1M High / 1M Low: | 1.100 | 0.660 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.814 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.905 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 170.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
