BVT Put 5.2 J5A 20.12.2024/  DE000VD5JYH4  /

EUWAX
2024-07-05  8:52:48 AM Chg.0.000 Bid1:30:10 PM Ask1:30:10 PM Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.250
Bid Size: 25,000
0.280
Ask Size: 25,000
WB DISCOVERY SER.A D... 5.20 - 2024-12-20 Put
 

Master data

WKN: VD5JYH
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: WB DISCOVERY SER.A DL-,01
Type: Warrant
Option type: Put
Strike price: 5.20 -
Maturity: 2024-12-20
Issue date: 2024-05-06
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -23.89
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.45
Parity: -1.49
Time value: 0.28
Break-even: 4.92
Moneyness: 0.78
Premium: 0.26
Premium p.a.: 0.66
Spread abs.: 0.03
Spread %: 12.00%
Delta: -0.18
Theta: 0.00
Omega: -4.26
Rho: -0.01
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+13.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.330 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.261
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -