BVT Put 9 J5A 17.01.2025/ DE000VD2QD42 /
2024-07-26 7:54:04 PM | Chg.-0.130 | Bid9:57:06 PM | Ask9:57:06 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.490EUR | -8.02% | - Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... | 9.00 - | 2025-01-17 | Put |
Master data
WKN: | VD2QD4 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | WB DISCOVERY SER.A DL-,01 |
Type: | Warrant |
Option type: | Put |
Strike price: | 9.00 - |
Maturity: | 2025-01-17 |
Issue date: | 2024-03-22 |
Last trading day: | 2025-01-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -5.04 |
Leverage: | Yes |
Calculated values
Fair value: | 1.72 |
---|---|
Intrinsic value: | 1.35 |
Implied volatility: | 0.35 |
Historic volatility: | 0.45 |
Parity: | 1.35 |
Time value: | 0.17 |
Break-even: | 7.48 |
Moneyness: | 1.18 |
Premium: | 0.02 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.04 |
Spread %: | 2.70% |
Delta: | -0.69 |
Theta: | 0.00 |
Omega: | -3.46 |
Rho: | -0.03 |
Quote data
Open: | 1.610 |
---|---|
High: | 1.610 |
Low: | 1.490 |
Previous Close: | 1.620 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +8.76% | ||
---|---|---|---|
1 Month | -25.13% | ||
3 Months | -16.29% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.620 | 1.330 |
---|---|---|
1M High / 1M Low: | 2.100 | 1.290 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.442 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.772 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 114.68% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |