BVT Put 8 J5A 17.01.2025/ DE000VD2QDX7 /
2024-07-26 7:52:06 PM | Chg.-0.080 | Bid9:56:06 PM | Ask9:56:06 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.000EUR | -7.41% | - Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... | 8.00 - | 2025-01-17 | Put |
Master data
WKN: | VD2QDX |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | WB DISCOVERY SER.A DL-,01 |
Type: | Warrant |
Option type: | Put |
Strike price: | 8.00 - |
Maturity: | 2025-01-17 |
Issue date: | 2024-03-22 |
Last trading day: | 2025-01-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -7.43 |
Leverage: | Yes |
Calculated values
Fair value: | 1.07 |
---|---|
Intrinsic value: | 0.35 |
Implied volatility: | 0.43 |
Historic volatility: | 0.45 |
Parity: | 0.35 |
Time value: | 0.68 |
Break-even: | 6.97 |
Moneyness: | 1.05 |
Premium: | 0.09 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.04 |
Spread %: | 4.04% |
Delta: | -0.48 |
Theta: | 0.00 |
Omega: | -3.54 |
Rho: | -0.02 |
Quote data
Open: | 1.070 |
---|---|
High: | 1.070 |
Low: | 1.000 |
Previous Close: | 1.080 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +8.70% | ||
---|---|---|---|
1 Month | -24.81% | ||
3 Months | -21.88% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.080 | 0.880 |
---|---|---|
1M High / 1M Low: | 1.410 | 0.870 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.962 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.184 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 117.73% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |