BVT Put 7.6 J5A 17.01.2025
/ DE000VD5MEX7
BVT Put 7.6 J5A 17.01.2025/ DE000VD5MEX7 /
| 2024-06-21 8:14:16 AM |
Chg.+0.02 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+1.63% |
-
Bid Size: - |
-
Ask Size: - |
WB DISCOVERY SER.A D... |
7.60 - |
2025-01-17 |
Put |
Master data
| WKN: |
VD5MEX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WB DISCOVERY SER.A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.60 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2025-01-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.45 |
| Parity: |
1.02 |
| Time value: |
0.29 |
| Break-even: |
6.29 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
2.34% |
| Delta: |
-0.61 |
| Theta: |
0.00 |
| Omega: |
-3.07 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.76% |
| 1 Month |
|
|
+23.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.19 |
| 1M High / 1M Low: |
1.26 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
