BVT Put 7.6 J5A 17.01.2025
/ DE000VD5MEX7
BVT Put 7.6 J5A 17.01.2025/ DE000VD5MEX7 /
26/06/2024 10:47:26 |
Chg.+0.02 |
Bid22:00:08 |
Ask22:00:08 |
Underlying |
Strike price |
Expiration date |
Option type |
1.16EUR |
+1.75% |
- Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... |
7.60 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
07/05/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
0.84 |
Implied volatility: |
0.38 |
Historic volatility: |
0.45 |
Parity: |
0.84 |
Time value: |
0.35 |
Break-even: |
6.41 |
Moneyness: |
1.12 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.03 |
Spread %: |
2.59% |
Delta: |
-0.58 |
Theta: |
0.00 |
Omega: |
-3.29 |
Rho: |
-0.03 |
Quote data
Open: |
1.16 |
High: |
1.16 |
Low: |
1.16 |
Previous Close: |
1.14 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.94% |
1 Month |
|
|
+7.41% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.26 |
1.14 |
1M High / 1M Low: |
1.26 |
0.85 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |