BVT Put 5.6 J5A 17.01.2025/  DE000VD5ME26  /

EUWAX
7/26/2024  8:14:09 AM Chg.+0.040 Bid9:10:13 AM Ask9:10:13 AM Underlying Strike price Expiration date Option type
0.290EUR +16.00% 0.290
Bid Size: 14,000
0.320
Ask Size: 14,000
WB DISCOVERY SER.A D... 5.60 - 1/17/2025 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: 1/17/2025
Issue date: 5/7/2024
Last trading day: 1/17/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -22.31
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.45
Parity: -1.76
Time value: 0.33
Break-even: 5.27
Moneyness: 0.76
Premium: 0.28
Premium p.a.: 0.69
Spread abs.: 0.03
Spread %: 10.00%
Delta: -0.17
Theta: 0.00
Omega: -3.89
Rho: -0.01
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month
  -29.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.230
1M High / 1M Low: 0.430 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.342
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -