BVT Put 7.2 J5A 17.01.2025
/ DE000VD5MDL4
BVT Put 7.2 J5A 17.01.2025/ DE000VD5MDL4 /
09/08/2024 08:14:20 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
1.01EUR |
- |
- Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... |
7.20 - |
17/01/2025 |
Put |
Master data
WKN: |
VD5MDL |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
WB DISCOVERY SER.A DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
7.20 - |
Maturity: |
17/01/2025 |
Issue date: |
07/05/2024 |
Last trading day: |
09/08/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.63 |
Historic volatility: |
0.45 |
Parity: |
0.10 |
Time value: |
0.99 |
Break-even: |
6.11 |
Moneyness: |
1.01 |
Premium: |
0.14 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.09 |
Spread %: |
9.00% |
Delta: |
-0.42 |
Theta: |
0.00 |
Omega: |
-2.76 |
Rho: |
-0.02 |
Quote data
Open: |
1.01 |
High: |
1.01 |
Low: |
1.01 |
Previous Close: |
1.12 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+80.36% |
3 Months |
|
|
+21.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.12 |
0.55 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
276.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |