BVT Put 8 J5A 20.12.2024/  DE000VD5JYU7  /

EUWAX
2024-07-26  8:52:00 AM Chg.+0.090 Bid11:33:36 AM Ask11:33:36 AM Underlying Strike price Expiration date Option type
0.980EUR +10.11% 0.980
Bid Size: 14,000
1.070
Ask Size: 14,000
WB DISCOVERY SER.A D... 8.00 - 2024-12-20 Put
 

Master data

WKN: VD5JYU
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: WB DISCOVERY SER.A DL-,01
Type: Warrant
Option type: Put
Strike price: 8.00 -
Maturity: 2024-12-20
Issue date: 2024-05-06
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -7.01
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.64
Implied volatility: 0.40
Historic volatility: 0.45
Parity: 0.64
Time value: 0.41
Break-even: 6.95
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 2.94%
Delta: -0.56
Theta: 0.00
Omega: -3.92
Rho: -0.02
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.95%
1 Month
  -27.94%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.810
1M High / 1M Low: 1.360 0.810
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   1.140
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -