BVT Put 5.2 J5A 17.01.2025
/ DE000VD5MD92
BVT Put 5.2 J5A 17.01.2025/ DE000VD5MD92 /
| 2024-07-26 8:14:10 AM |
Chg.+0.033 |
Bid9:43:36 AM |
Ask9:43:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+17.65% |
0.215
Bid Size: 14,000 |
0.245
Ask Size: 14,000 |
WB DISCOVERY SER.A D... |
5.20 - |
2025-01-17 |
Put |
Master data
| WKN: |
VD5MD9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WB DISCOVERY SER.A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.20 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2025-01-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.45 |
| Parity: |
-2.16 |
| Time value: |
0.25 |
| Break-even: |
4.95 |
| Moneyness: |
0.71 |
| Premium: |
0.33 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.03 |
| Spread %: |
13.64% |
| Delta: |
-0.14 |
| Theta: |
0.00 |
| Omega: |
-4.00 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.187 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.40% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.189 |
0.173 |
| 1M High / 1M Low: |
0.320 |
0.173 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.183 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
