BVT Put 8 J5A 20.09.2024/ DE000VD2QHG3 /
26/07/2024 19:51:35 | Chg.-0.080 | Bid21:59:20 | Ask21:59:20 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.620EUR | -11.43% | - Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... | 8.00 - | 20/09/2024 | Put |
Master data
WKN: | VD2QHG |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | WB DISCOVERY SER.A DL-,01 |
Type: | Warrant |
Option type: | Put |
Strike price: | 8.00 - |
Maturity: | 20/09/2024 |
Issue date: | 22/03/2024 |
Last trading day: | 20/09/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -11.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.71 |
---|---|
Intrinsic value: | 0.35 |
Implied volatility: | 0.39 |
Historic volatility: | 0.45 |
Parity: | 0.35 |
Time value: | 0.29 |
Break-even: | 7.36 |
Moneyness: | 1.05 |
Premium: | 0.04 |
Premium p.a.: | 0.29 |
Spread abs.: | 0.04 |
Spread %: | 6.67% |
Delta: | -0.57 |
Theta: | 0.00 |
Omega: | -6.82 |
Rho: | -0.01 |
Quote data
Open: | 0.690 |
---|---|
High: | 0.690 |
Low: | 0.620 |
Previous Close: | 0.700 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +12.73% | ||
---|---|---|---|
1 Month | -39.22% | ||
3 Months | -34.04% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.700 | 0.500 |
---|---|---|
1M High / 1M Low: | 1.120 | 0.500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.582 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.855 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 204.36% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |