BVT Put 6.4 J5A 20.09.2024
/ DE000VD5JYD3
BVT Put 6.4 J5A 20.09.2024/ DE000VD5JYD3 /
| 2024-07-05 7:53:02 PM |
Chg.+0.020 |
Bid9:44:09 PM |
Ask9:44:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
-
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: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.45 |
| Parity: |
-0.29 |
| Time value: |
0.39 |
| Break-even: |
6.01 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-6.22 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.350 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+80.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.320 |
| 1M High / 1M Low: |
0.420 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
