BVT Put 6.8 J5A 20.09.2024/  DE000VD2QHP4  /

Frankfurt Zert./VONT
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:   -