BVT Put 8 J5A 20.09.2024/ DE000VD2QHG3 /
2024-07-26 8:54:32 AM | Chg.+0.090 | Bid1:30:12 PM | Ask1:30:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.680EUR | +15.25% | 0.690 Bid Size: 23,000 |
0.760 Ask Size: 23,000 |
WB DISCOVERY SER.A D... | 8.00 - | 2024-09-20 | 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: | 2024-09-20 |
Issue date: | 2024-03-22 |
Last trading day: | 2024-09-20 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -9.82 |
Leverage: | Yes |
Calculated values
Fair value: | 0.89 |
---|---|
Intrinsic value: | 0.64 |
Implied volatility: | 0.32 |
Historic volatility: | 0.45 |
Parity: | 0.64 |
Time value: | 0.11 |
Break-even: | 7.25 |
Moneyness: | 1.09 |
Premium: | 0.02 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.03 |
Spread %: | 4.17% |
Delta: | -0.71 |
Theta: | 0.00 |
Omega: | -6.98 |
Rho: | -0.01 |
Quote data
Open: | 0.680 |
---|---|
High: | 0.680 |
Low: | 0.680 |
Previous Close: | 0.590 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +21.43% | ||
---|---|---|---|
1 Month | -40.35% | ||
3 Months | -23.60% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.590 | 0.520 |
---|---|---|
1M High / 1M Low: | 1.140 | 0.520 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.552 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.891 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 156.55% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |