BVT Put 7.6 J5A 17.01.2025/  DE000VD5MEX7  /

EUWAX
2024-08-09  8:14:21 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.21EUR - -
Bid Size: -
-
Ask Size: -
WB DISCOVERY SER.A D... 7.60 - 2025-01-17 Put
 

Master data

WKN: VD5MEX
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: WB DISCOVERY SER.A DL-,01
Type: Warrant
Option type: Put
Strike price: 7.60 -
Maturity: 2025-01-17
Issue date: 2024-05-07
Last trading day: 2024-08-09
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -5.37
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.62
Implied volatility: 0.57
Historic volatility: 0.45
Parity: 0.62
Time value: 0.68
Break-even: 6.30
Moneyness: 1.09
Premium: 0.10
Premium p.a.: 0.27
Spread abs.: 0.10
Spread %: 8.33%
Delta: -0.51
Theta: 0.00
Omega: -2.74
Rho: -0.02
 

Quote data

Open: 1.21
High: 1.21
Low: 1.21
Previous Close: 1.33
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+75.36%
3 Months  
+23.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.33 0.68
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -