BVT Put 19000 DAX 08.07.2024
/ DE000VD80H48
BVT Put 19000 DAX 08.07.2024/ DE000VD80H48 /
| 2024-07-05 7:56:52 PM |
Chg.-0.340 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.280EUR |
-6.05% |
-
Bid Size: - |
-
Ask Size: - |
DAX |
19,000.00 EUR |
2024-07-08 |
Put |
Master data
| WKN: |
VD80H4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
19,000.00 EUR |
| Maturity: |
2024-07-08 |
| Issue date: |
2024-07-02 |
| Last trading day: |
2024-07-08 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-33.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.44 |
| Intrinsic value: |
5.50 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.11 |
| Parity: |
5.50 |
| Time value: |
-0.03 |
| Break-even: |
18,453.00 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
-0.97 |
| Theta: |
-1.28 |
| Omega: |
-32.75 |
| Rho: |
-1.52 |
Quote data
| Open: |
4.000 |
| High: |
5.320 |
| Low: |
4.000 |
| Previous Close: |
5.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
