BVT Put 7.2 J5A 17.01.2025
/ DE000VD5MDL4
BVT Put 7.2 J5A 17.01.2025/ DE000VD5MDL4 /
| 7/5/2024 8:14:44 AM |
Chg.0.000 |
Bid6:19:06 PM |
Ask6:19:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
0.00% |
0.980
Bid Size: 62,000 |
1.010
Ask Size: 62,000 |
WB DISCOVERY SER.A D... |
7.20 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
5/7/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.45 |
| Parity: |
0.51 |
| Time value: |
0.51 |
| Break-even: |
6.18 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
6.25% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-3.36 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.06% |
| 1 Month |
|
|
+28.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.880 |
| 1M High / 1M Low: |
1.070 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.915 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
