BVT Put 34 JD 07.06.2024/ DE000VD51S57 /
2024-05-31 7:44:57 PM | Chg.+0.570 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.100EUR | +16.15% | - Bid Size: - |
- Ask Size: - |
JD com Inc | 34.00 USD | 2024-06-07 | Put |
Master data
WKN: | VD51S5 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | JD com Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 34.00 USD |
Maturity: | 2024-06-07 |
Issue date: | 2024-05-14 |
Last trading day: | 2024-06-07 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -6.63 |
Leverage: | Yes |
Calculated values
Fair value: | 4.04 |
---|---|
Intrinsic value: | 4.04 |
Implied volatility: | 0.76 |
Historic volatility: | 0.43 |
Parity: | 4.04 |
Time value: | 0.08 |
Break-even: | 27.22 |
Moneyness: | 1.15 |
Premium: | 0.00 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.03 |
Spread %: | 0.73% |
Delta: | -0.91 |
Theta: | -0.03 |
Omega: | -6.05 |
Rho: | 0.00 |
Quote data
Open: | 4.390 |
---|---|
High: | 4.390 |
Low: | 4.100 |
Previous Close: | 3.530 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +19.19% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.190 | 3.070 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.734 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |