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: | - |