BVT Put 6 J5A 17.01.2025/ DE000VD2QDZ2 /
| 2024-07-05 8:54:59 AM | Chg.+0.010 | Bid10:00:02 AM | Ask10:00:02 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.510EUR | +2.00% | 0.500 Bid Size: 16,000 |
0.540 Ask Size: 16,000 |
WB DISCOVERY SER.A D... | 6.00 - | 2025-01-17 | Put |
Master data
| WKN: | VD2QDZ |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | WB DISCOVERY SER.A DL-,01 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 6.00 - |
| Maturity: | 2025-01-17 |
| Issue date: | 2024-03-22 |
| Last trading day: | 2025-01-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -12.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.45 |
| Parity: | -0.69 |
| Time value: | 0.54 |
| Break-even: | 5.46 |
| Moneyness: | 0.90 |
| Premium: | 0.18 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.03 |
| Spread %: | 5.88% |
| Delta: | -0.30 |
| Theta: | 0.00 |
| Omega: | -3.66 |
| Rho: | -0.01 |
Quote data
| Open: | 0.510 |
|---|---|
| High: | 0.510 |
| Low: | 0.510 |
| Previous Close: | 0.500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.00% | ||
|---|---|---|---|
| 1 Month | +24.39% | ||
| 3 Months | -8.93% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.540 | 0.460 |
|---|---|---|
| 1M High / 1M Low: | 0.600 | 0.390 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.500 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.502 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 129.07% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
