BVT Knock-Out DWD/ DE000VD5Z4P0 /
| 6/27/2024 9:43:55 PM | Chg.+0.11 | Bid10:00:38 PM | Ask10:00:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.14EUR | +5.42% | - Bid Size: - |
- Ask Size: - |
MORGAN STANLEY D... | 118.03 - | 12/31/2078 | Put |
Master data
| Issuer: | Bank Vontobel AG |
|---|---|
| WKN: | VD5Z4P |
| Currency: | EUR |
| Underlying: | MORGAN STANLEY DL-,01 |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 118.03 - |
| Maturity: | Endless |
| Issue date: | 5/13/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -4.49 |
| Knock-out: | 118.03 |
| Knock-out violated on: | - |
| Distance to knock-out: | -28.8906 |
| Distance to knock-out %: | -32.41% |
| Distance to strike price: | -28.8906 |
| Distance to strike price %: | -32.41% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | -0.08 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.01 |
| Spread %: | 0.50% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.08 |
|---|---|
| High: | 2.16 |
| Low: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.18% | ||
|---|---|---|---|
| 1 Month | +23.70% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.03 | 1.93 |
|---|---|---|
| 1M High / 1M Low: | 2.14 | 1.73 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.98 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.98 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 51.69% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
