BVT Put 9 J5A 17.01.2025/ DE000VD2QD42 /
8/9/2024 10:26:16 AM | Chg.-0.010 | Bid10:26:16 AM | Ask10:26:16 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.140EUR | -0.47% | - Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... | 9.00 - | 1/17/2025 | 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: | 1/17/2025 |
Issue date: | 3/22/2024 |
Last trading day: | 8/9/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -3.10 |
Leverage: | Yes |
Calculated values
Fair value: | 2.05 |
---|---|
Intrinsic value: | 1.90 |
Implied volatility: | 0.61 |
Historic volatility: | 0.45 |
Parity: | 1.90 |
Time value: | 0.39 |
Break-even: | 6.71 |
Moneyness: | 1.27 |
Premium: | 0.05 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.15 |
Spread %: | 7.01% |
Delta: | -0.66 |
Theta: | 0.00 |
Omega: | -2.03 |
Rho: | -0.03 |
Quote data
Open: | 2.140 |
---|---|
High: | 2.140 |
Low: | 2.140 |
Previous Close: | 2.150 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +49.65% | ||
3 Months | +38.06% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 2.150 | 1.430 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 1.779 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 143.20% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |