BVT Put 92 EW 21.06.2024/ DE000VD1Z055 /
| 2024-06-07 8:03:17 PM | Chg.+0.020 | Bid9:58:02 PM | Ask9:58:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.460EUR | +4.55% | - Bid Size: - |
- Ask Size: - |
Edwards Lifesciences... | 92.00 USD | 2024-06-21 | Put |
Master data
| WKN: | VD1Z05 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Edwards Lifesciences Corp |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 92.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2024-03-12 |
| Last trading day: | 2024-06-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -19.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.26 |
| Parity: | 0.36 |
| Time value: | 0.05 |
| Break-even: | 81.07 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.01 |
| Spread %: | 2.50% |
| Delta: | -0.76 |
| Theta: | -0.05 |
| Omega: | -15.11 |
| Rho: | -0.02 |
Quote data
| Open: | 0.440 |
|---|---|
| High: | 0.460 |
| Low: | 0.440 |
| Previous Close: | 0.440 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -20.69% | ||
|---|---|---|---|
| 1 Month | -33.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.480 | 0.440 |
|---|---|---|
| 1M High / 1M Low: | 0.690 | 0.270 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.460 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.470 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 391.29% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
