BVT Put 110 EL 21.06.2024
/ DE000VM526E6
BVT Put 110 EL 21.06.2024/ DE000VM526E6 /
| 2024-05-31 8:25:03 AM |
Chg.-0.018 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-21.95% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
110.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM526E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-199.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.39 |
| Parity: |
-1.23 |
| Time value: |
0.06 |
| Break-even: |
100.83 |
| Moneyness: |
0.89 |
| Premium: |
0.11 |
| Premium p.a.: |
6.09 |
| Spread abs.: |
0.01 |
| Spread %: |
21.28% |
| Delta: |
-0.10 |
| Theta: |
-0.05 |
| Omega: |
-20.82 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.082 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.45% |
| 1 Month |
|
|
-43.36% |
| 3 Months |
|
|
-55.24% |
| YTD |
|
|
-80.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.037 |
| 1M High / 1M Low: |
0.113 |
0.005 |
| 6M High / 6M Low: |
0.640 |
0.005 |
| High (YTD): |
2024-01-17 |
0.640 |
| Low (YTD): |
2024-05-17 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,075.22% |
| Volatility 6M: |
|
494.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
