BVT Put 120 EL 21.06.2024
/ DE000VM526F3
BVT Put 120 EL 21.06.2024/ DE000VM526F3 /
| 2024-05-31 8:25:03 AM |
Chg.-0.050 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
120.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM526F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 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: |
-51.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.39 |
| Parity: |
-0.31 |
| Time value: |
0.22 |
| Break-even: |
108.40 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.01 |
| Spread %: |
4.74% |
| Delta: |
-0.34 |
| Theta: |
-0.08 |
| Omega: |
-17.62 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.25% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+15.38% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.193 |
| 1M High / 1M Low: |
0.350 |
0.053 |
| 6M High / 6M Low: |
0.980 |
0.053 |
| High (YTD): |
2024-01-17 |
0.980 |
| Low (YTD): |
2024-05-17 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
540.81% |
| Volatility 6M: |
|
316.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
