BVT Put 7.6 J5A 20.12.2024
/ DE000VD3LKR3
BVT Put 7.6 J5A 20.12.2024/ DE000VD3LKR3 /
| 2024-07-26 8:48:35 AM |
Chg.+0.080 |
Bid12:31:57 PM |
Ask12:31:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+10.96% |
0.810
Bid Size: 14,000 |
0.890
Ask Size: 14,000 |
WB DISCOVERY SER.A D... |
7.60 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3LKR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WB DISCOVERY SER.A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.60 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.45 |
| Parity: |
0.24 |
| Time value: |
0.63 |
| Break-even: |
6.73 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-3.98 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.08% |
| 1 Month |
|
|
-28.32% |
| 3 Months |
|
|
-19.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.670 |
| 1M High / 1M Low: |
1.130 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
