BVT Put 9 J5A 20.12.2024/ DE000VD3R0E4 /
09/08/2024 08:42:52 | Chg.- | Bid20:00:04 | Ask20:00:04 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.07EUR | - | - Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... | 9.00 - | 20/12/2024 | Put |
Master data
WKN: | VD3R0E |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | WB DISCOVERY SER.A DL-,01 |
Type: | Warrant |
Option type: | Put |
Strike price: | 9.00 - |
Maturity: | 20/12/2024 |
Issue date: | 10/04/2024 |
Last trading day: | 09/08/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -2.97 |
Leverage: | Yes |
Calculated values
Fair value: | 2.42 |
---|---|
Intrinsic value: | 2.40 |
Implied volatility: | - |
Historic volatility: | 0.45 |
Parity: | 2.40 |
Time value: | -0.18 |
Break-even: | 6.78 |
Moneyness: | 1.36 |
Premium: | -0.03 |
Premium p.a.: | -0.08 |
Spread abs.: | 0.15 |
Spread %: | 7.25% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 2.07 |
---|---|
High: | 2.07 |
Low: | 2.07 |
Previous Close: | 2.17 |
Turnover: | 0.00 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +13.11% | ||
3 Months | +37.09% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.07 | 2.07 |
---|---|---|
1M High / 1M Low: | 2.17 | 1.16 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.07 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | 1.50 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 214.29% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |