BVT Put 6.8 J5A 20.09.2024
/ DE000VD2QHP4
BVT Put 6.8 J5A 20.09.2024/ DE000VD2QHP4 /
2024-07-26 7:54:13 PM |
Chg.-0.070 |
Bid8:08:24 PM |
Ask8:08:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-22.58% |
- Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... |
6.80 - |
2024-09-20 |
Put |
Master data
WKN: |
VD2QHP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
WB DISCOVERY SER.A DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
6.80 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-22 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.45 |
Parity: |
-0.85 |
Time value: |
0.28 |
Break-even: |
6.52 |
Moneyness: |
0.89 |
Premium: |
0.15 |
Premium p.a.: |
1.50 |
Spread abs.: |
0.04 |
Spread %: |
16.67% |
Delta: |
-0.25 |
Theta: |
0.00 |
Omega: |
-6.83 |
Rho: |
0.00 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.240 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-48.94% |
3 Months |
|
|
-52.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.199 |
1M High / 1M Low: |
0.510 |
0.199 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.239 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.378 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
262.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |