BVT Put 6.8 J5A 17.01.2025/  DE000VD5MEW9  /

EUWAX
05/07/2024  08:14:45 Chg.+0.010 Bid22:00:06 Ask22:00:06 Underlying Strike price Expiration date Option type
0.790EUR +1.28% -
Bid Size: -
-
Ask Size: -
WB DISCOVERY SER.A D... 6.80 - 17/01/2025 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: 17/01/2025
Issue date: 07/05/2024
Last trading day: 17/01/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -7.96
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.11
Implied volatility: 0.44
Historic volatility: 0.45
Parity: 0.11
Time value: 0.73
Break-even: 5.96
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.05
Spread %: 6.33%
Delta: -0.43
Theta: 0.00
Omega: -3.45
Rho: -0.02
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.28%
1 Month  
+27.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.720
1M High / 1M Low: 0.900 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.761
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -