BVT Put 6.8 J5A 17.01.2025
/ DE000VD5MEW9
BVT Put 6.8 J5A 17.01.2025/ DE000VD5MEW9 /
| 8/9/2024 8:14:21 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
WB DISCOVERY SER.A D... |
6.80 - |
1/17/2025 |
Put |
Master data
| WKN: |
VD5MEW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WB DISCOVERY SER.A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.80 - |
| Maturity: |
1/17/2025 |
| Issue date: |
5/7/2024 |
| Last trading day: |
8/9/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.45 |
| Parity: |
-0.30 |
| Time value: |
0.89 |
| Break-even: |
5.91 |
| Moneyness: |
0.96 |
| Premium: |
0.17 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.07 |
| Spread %: |
8.54% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-2.93 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+82.22% |
| 3 Months |
|
|
+18.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.930 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
