BVT Put 95 EW 20.09.2024/ DE000VD17TQ5 /
| 2024-05-30 8:42:37 AM | Chg.+0.040 | Bid10:00:09 PM | Ask10:00:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.940EUR | +4.44% | - 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: | -8.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.86 |
|---|---|
| Intrinsic value: | 0.74 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.26 |
| Parity: | 0.74 |
| Time value: | 0.16 |
| Break-even: | 78.95 |
| Moneyness: | 1.09 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 1.12% |
| Delta: | -0.66 |
| Theta: | -0.01 |
| Omega: | -5.89 |
| Rho: | -0.19 |
Quote data
| Open: | 0.940 |
|---|---|
| High: | 0.940 |
| Low: | 0.940 |
| Previous Close: | 0.900 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.59% | ||
|---|---|---|---|
| 1 Month | -7.84% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.940 | 0.820 |
|---|---|---|
| 1M High / 1M Low: | 1.120 | 0.680 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.868 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.904 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 167.98% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
