BVT Put 5.6 J5A 20.12.2024
/ DE000VD3LKW3
BVT Put 5.6 J5A 20.12.2024/ DE000VD3LKW3 /
| 26/07/2024 08:48:38 |
Chg.+0.034 |
Bid13:30:13 |
Ask13:30:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+16.50% |
0.240
Bid Size: 23,000 |
0.270
Ask Size: 23,000 |
WB DISCOVERY SER.A D... |
5.60 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3LKW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WB DISCOVERY SER.A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.60 - |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.45 |
| Parity: |
-1.76 |
| Time value: |
0.28 |
| Break-even: |
5.32 |
| Moneyness: |
0.76 |
| Premium: |
0.28 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
-0.17 |
| Theta: |
0.00 |
| Omega: |
-4.34 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.206 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-35.14% |
| 3 Months |
|
|
-36.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.193 |
| 1M High / 1M Low: |
0.370 |
0.193 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.201 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
