BVT Put 120 E3X1 20.12.2024
/ DE000VD3SR27
BVT Put 120 E3X1 20.12.2024/ DE000VD3SR27 /
| 2024-05-30 8:44:23 AM |
Chg.+0.04 |
Bid7:54:20 PM |
Ask7:54:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
+2.67% |
1.53
Bid Size: 38,000 |
1.55
Ask Size: 38,000 |
EXPEDIA GRP INC. DL-... |
120.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SR2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
EXPEDIA GRP INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
- |
| Historic volatility: |
0.40 |
| Parity: |
1.79 |
| Time value: |
-0.28 |
| Break-even: |
104.90 |
| Moneyness: |
1.18 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.34% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.07% |
| 1 Month |
|
|
+79.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.35 |
| 1M High / 1M Low: |
1.50 |
0.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
