BVT Put 6.4 J5A 20.09.2024
/ DE000VD5JYD3
BVT Put 6.4 J5A 20.09.2024/ DE000VD5JYD3 /
2024-08-09 10:23:23 AM |
Chg.-0.010 |
Bid10:23:23 AM |
Ask10:23:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-3.33% |
- Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... |
6.40 - |
2024-09-20 |
Put |
Master data
WKN: |
VD5JYD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
WB DISCOVERY SER.A DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
6.40 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-05-06 |
Last trading day: |
2024-08-09 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.82 |
Historic volatility: |
0.45 |
Parity: |
0.03 |
Time value: |
0.31 |
Break-even: |
6.06 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
5.87 |
Spread abs.: |
0.05 |
Spread %: |
17.24% |
Delta: |
-0.49 |
Theta: |
-0.02 |
Omega: |
-9.11 |
Rho: |
0.00 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+26.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |