BVT Put 47 PAH3 19.07.2024
/ DE000VD5EYX2
BVT Put 47 PAH3 19.07.2024/ DE000VD5EYX2 /
| 2024-07-09 8:03:07 PM |
Chg.+0.060 |
Bid9:33:39 PM |
Ask9:33:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+14.63% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AUTOM.HLDG V... |
47.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
VD5EYX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
47.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.21 |
| Parity: |
0.42 |
| Time value: |
0.05 |
| Break-even: |
42.30 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.05 |
| Spread %: |
11.90% |
| Delta: |
-0.78 |
| Theta: |
-0.07 |
| Omega: |
-7.11 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.470 |
| Low: |
0.430 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
+264.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.410 |
| 1M High / 1M Low: |
0.520 |
0.125 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
406.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
