BVT Put 8 J5A 20.12.2024/ DE000VD5JYU7 /
| 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: | - |
