BVT Put 6.8 J5A 17.01.2025
/ DE000VD5MEW9
BVT Put 6.8 J5A 17.01.2025/ DE000VD5MEW9 /
| 2024-06-21 8:14:16 AM |
Chg.+0.020 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+2.30% |
-
Bid Size: - |
-
Ask Size: - |
WB DISCOVERY SER.A D... |
6.80 - |
2025-01-17 |
Put |
Master data
| WKN: |
VD5MEW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WB DISCOVERY SER.A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.80 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2025-01-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.45 |
| Parity: |
0.08 |
| Time value: |
0.82 |
| Break-even: |
5.90 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
-0.42 |
| Theta: |
0.00 |
| Omega: |
-3.15 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.88% |
| 1 Month |
|
|
+23.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.840 |
| 1M High / 1M Low: |
0.900 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
