BVT Put 6.4 J5A 20.12.2024
/ DE000VD5J1Q4
BVT Put 6.4 J5A 20.12.2024/ DE000VD5J1Q4 /
| 2024-06-26 7:44:40 PM |
Chg.+0.010 |
Bid9:41:20 AM |
Ask9:41:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+1.67% |
0.600
Bid Size: 16,000 |
0.650
Ask Size: 16,000 |
WB DISCOVERY SER.A D... |
6.40 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD5J1Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WB DISCOVERY SER.A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.40 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.45 |
| Parity: |
-0.39 |
| Time value: |
0.62 |
| Break-even: |
5.78 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
5.08% |
| Delta: |
-0.35 |
| Theta: |
0.00 |
| Omega: |
-3.78 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.590 |
| High: |
0.610 |
| Low: |
0.590 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
+8.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.600 |
| 1M High / 1M Low: |
0.680 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
