BVT Put 95 EW 21.06.2024/ DE000VD17TR3 /
| 2024-05-31 8:44:08 AM | Chg.-0.130 | Bid6:53:14 PM | Ask6:53:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.700EUR | -15.66% | 0.800 Bid Size: 71,000 |
0.810 Ask Size: 71,000 |
Edwards Lifesciences... | 95.00 USD | 2024-06-21 | Put |
Master data
| WKN: | VD17TR |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Edwards Lifesciences Corp |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 95.00 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: | -11.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.66 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.26 |
| Parity: | 0.66 |
| Time value: | 0.04 |
| Break-even: | 80.71 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 1.45% |
| Delta: | -0.82 |
| Theta: | -0.03 |
| Omega: | -9.47 |
| Rho: | -0.04 |
Quote data
| Open: | 0.700 |
|---|---|
| High: | 0.700 |
| Low: | 0.700 |
| Previous Close: | 0.830 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.78% | ||
|---|---|---|---|
| 1 Month | -21.35% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.830 | 0.670 |
|---|---|---|
| 1M High / 1M Low: | 1.010 | 0.490 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.736 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.759 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 263.11% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
