BVT Put 19.5 ZAL 19.07.2024
/ DE000VD5E2Z8
BVT Put 19.5 ZAL 19.07.2024/ DE000VD5E2Z8 /
| 03/06/2024 08:43:11 |
Chg.-0.030 |
Bid09:54:08 |
Ask09:54:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-12.50% |
0.210
Bid Size: 22,000 |
0.260
Ask Size: 22,000 |
ZALANDO SE |
19.50 EUR |
19/07/2024 |
Put |
Master data
| WKN: |
VD5E2Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
19.50 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
03/05/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-93.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.48 |
| Parity: |
-4.75 |
| Time value: |
0.26 |
| Break-even: |
19.24 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
3.44 |
| Spread abs.: |
0.05 |
| Spread %: |
23.81% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-9.90 |
| Rho: |
0.00 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-67.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.650 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
