BVT Put 5.6 J5A 17.01.2025/  DE000VD5ME26  /

Frankfurt Zert./VONT
2024-07-26  7:44:48 PM Chg.-0.030 Bid9:58:41 PM Ask9:58:41 PM Underlying Strike price Expiration date Option type
0.260EUR -10.34% -
Bid Size: -
-
Ask Size: -
WB DISCOVERY SER.A D... 5.60 - 2025-01-17 Put
 

Master data

WKN: VD5ME2
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: WB DISCOVERY SER.A DL-,01
Type: Warrant
Option type: Put
Strike price: 5.60 -
Maturity: 2025-01-17
Issue date: 2024-05-07
Last trading day: 2025-01-17
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -26.40
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.45
Parity: -2.05
Time value: 0.29
Break-even: 5.31
Moneyness: 0.73
Premium: 0.31
Premium p.a.: 0.75
Spread abs.: 0.04
Spread %: 16.00%
Delta: -0.15
Theta: 0.00
Omega: -4.00
Rho: -0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.260
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.220
1M High / 1M Low: 0.400 0.220
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:   0.329
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -