BVT Put 5.6 J5A 17.01.2025/  DE000VD5ME26  /

EUWAX
17/07/2024  08:14:34 Chg.-0.050 Bid12:09:59 Ask12:09:59 Underlying Strike price Expiration date Option type
0.300EUR -14.29% 0.300
Bid Size: 14,000
0.330
Ask Size: 14,000
WB DISCOVERY SER.A D... 5.60 - 17/01/2025 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: 17/01/2025
Issue date: 07/05/2024
Last trading day: 17/01/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -22.18
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.45
Parity: -1.72
Time value: 0.33
Break-even: 5.27
Moneyness: 0.77
Premium: 0.28
Premium p.a.: 0.63
Spread abs.: 0.03
Spread %: 10.00%
Delta: -0.18
Theta: 0.00
Omega: -3.92
Rho: -0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.92%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.330
1M High / 1M Low: 0.480 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -