BVT Put 25 ZAL 19.07.2024
/ DE000VD5E218
BVT Put 25 ZAL 19.07.2024/ DE000VD5E218 /
| 2024-06-13 6:12:29 PM |
Chg.+0.86 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.80EUR |
+44.33% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
25.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
VD5E21 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-07-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.48 |
| Parity: |
1.60 |
| Time value: |
0.85 |
| Break-even: |
22.55 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.39 |
| Spread %: |
18.93% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-5.90 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.09 |
| High: |
2.80 |
| Low: |
2.09 |
| Previous Close: |
1.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.09% |
| 1 Month |
|
|
+57.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
1.76 |
| 1M High / 1M Low: |
2.49 |
1.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
