BVT Put 4.8 J5A 17.01.2025/  DE000VD2QD34  /

EUWAX
2024-08-09  8:52:31 AM Chg.- Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.220EUR - -
Bid Size: -
-
Ask Size: -
WB DISCOVERY SER.A D... 4.80 - 2025-01-17 Put
 

Master data

WKN: VD2QD3
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: WB DISCOVERY SER.A DL-,01
Type: Warrant
Option type: Put
Strike price: 4.80 -
Maturity: 2025-01-17
Issue date: 2024-03-22
Last trading day: 2024-08-09
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -26.39
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.45
Parity: -1.80
Time value: 0.25
Break-even: 4.55
Moneyness: 0.73
Premium: 0.31
Premium p.a.: 0.90
Spread abs.: 0.03
Spread %: 13.64%
Delta: -0.15
Theta: 0.00
Omega: -3.98
Rho: -0.01
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.270
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+19.57%
3 Months  
+4.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.220
1M High / 1M Low: 0.270 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   318.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -