BVT Put 28 ZAL 20.09.2024
/ DE000VD4HTP4
BVT Put 28 ZAL 20.09.2024/ DE000VD4HTP4 /
| 13/06/2024 18:13:21 |
Chg.+0.96 |
Bid20:32:19 |
Ask20:32:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.91EUR |
+19.39% |
5.92
Bid Size: 1,000 |
6.36
Ask Size: 1,000 |
ZALANDO SE |
28.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
VD4HTP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.27 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.48 |
| Parity: |
4.60 |
| Time value: |
1.00 |
| Break-even: |
22.40 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.43 |
| Spread %: |
8.32% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-2.80 |
| Rho: |
-0.06 |
Quote data
| Open: |
5.14 |
| High: |
5.91 |
| Low: |
5.14 |
| Previous Close: |
4.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.01% |
| 1 Month |
|
|
+32.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.57 |
4.69 |
| 1M High / 1M Low: |
5.57 |
4.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
