BVT Put 27 ZAL 19.07.2024
/ DE000VD5RST4
BVT Put 27 ZAL 19.07.2024/ DE000VD5RST4 /
| 13/06/2024 18:11:43 |
Chg.+1.04 |
Bid19:14:09 |
Ask19:14:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.57EUR |
+29.46% |
4.55
Bid Size: 3,000 |
4.84
Ask Size: 3,000 |
ZALANDO SE |
27.00 EUR |
19/07/2024 |
Put |
Master data
| WKN: |
VD5RST |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.87 |
| Intrinsic value: |
3.60 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.48 |
| Parity: |
3.60 |
| Time value: |
0.67 |
| Break-even: |
22.73 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.49 |
| Spread %: |
12.96% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-3.93 |
| Rho: |
-0.02 |
Quote data
| Open: |
3.74 |
| High: |
4.57 |
| Low: |
3.74 |
| Previous Close: |
3.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.49% |
| 1 Month |
|
|
+51.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.20 |
3.23 |
| 1M High / 1M Low: |
4.20 |
2.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
