BVT Put 110 12DA 19.07.2024
/ DE000VD5JSC7
BVT Put 110 12DA 19.07.2024/ DE000VD5JSC7 /
| 2024-06-07 4:52:56 PM |
Chg.-0.003 |
Bid6:21:34 PM |
Ask6:21:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.105EUR |
-2.78% |
0.112
Bid Size: 170,000 |
0.122
Ask Size: 170,000 |
DELL TECHS INC. C D... |
110.00 - |
2024-07-19 |
Put |
Master data
| WKN: |
VD5JSC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DELL TECHS INC. C DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-111.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.50 |
| Parity: |
-1.30 |
| Time value: |
0.11 |
| Break-even: |
108.90 |
| Moneyness: |
0.89 |
| Premium: |
0.11 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
-0.14 |
| Theta: |
-0.04 |
| Omega: |
-16.07 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.104 |
| High: |
0.108 |
| Low: |
0.104 |
| Previous Close: |
0.108 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.97% |
| 1 Month |
|
|
-72.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.082 |
| 1M High / 1M Low: |
0.380 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
448.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
