BVT Put 5.6 J5A 20.09.2024
/ DE000VD5JYJ0
BVT Put 5.6 J5A 20.09.2024/ DE000VD5JYJ0 /
| 05/08/2024 16:56:19 |
Chg.+0.074 |
Bid17:16:26 |
Ask17:16:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.138EUR |
+115.63% |
0.135
Bid Size: 60,000 |
0.164
Ask Size: 60,000 |
WB DISCOVERY SER.A D... |
5.60 - |
20/09/2024 |
Put |
Master data
| WKN: |
VD5JYJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WB DISCOVERY SER.A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.60 - |
| Maturity: |
20/09/2024 |
| Issue date: |
06/05/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-78.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.44 |
| Parity: |
-1.98 |
| Time value: |
0.10 |
| Break-even: |
5.50 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
5.82 |
| Spread abs.: |
0.03 |
| Spread %: |
47.69% |
| Delta: |
-0.09 |
| Theta: |
0.00 |
| Omega: |
-7.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.078 |
| High: |
0.138 |
| Low: |
0.078 |
| Previous Close: |
0.064 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.58% |
| 1 Month |
|
|
-26.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.050 |
| 1M High / 1M Low: |
0.187 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
