BVT Put 9 J5A 20.06.2025/ DE000VC0F837 /
| 8/9/2024 10:23:24 AM | Chg.-0.010 | Bid10:23:24 AM | Ask10:23:24 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.470EUR | -0.40% | - Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... | 9.00 - | 6/20/2025 | Put |
Master data
| WKN: | VC0F83 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | WB DISCOVERY SER.A DL-,01 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 9.00 - |
| Maturity: | 6/20/2025 |
| Issue date: | 7/22/2024 |
| Last trading day: | 8/9/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -2.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.26 |
|---|---|
| Intrinsic value: | 1.90 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.45 |
| Parity: | 1.90 |
| Time value: | 0.75 |
| Break-even: | 6.35 |
| Moneyness: | 1.27 |
| Premium: | 0.11 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.18 |
| Spread %: | 7.29% |
| Delta: | -0.54 |
| Theta: | 0.00 |
| Omega: | -1.45 |
| Rho: | -0.05 |
Quote data
| Open: | 2.470 |
|---|---|
| High: | 2.470 |
| Low: | 2.470 |
| Previous Close: | 2.480 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +46.15% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.480 | 1.690 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.053 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.07% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
