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BVT Put 150 Consumer Discr. Selec.../  DE000VD48XM1  /

EUWAX
2024-06-05  8:17:48 AM Chg.-0.020 Bid10:59:47 AM Ask10:59:47 AM Underlying Strike price Expiration date Option type
0.250EUR -7.41% 0.260
Bid Size: 13,000		 0.280
Ask Size: 13,000		 - 150.00 - 2025-01-17 Put
 

Master data

WKN: VD48XM
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2024-04-30
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -57.76
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.16
Parity: -1.17
Time value: 0.28
Break-even: 147.20
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 7.69%
Delta: -0.21
Theta: -0.01
Omega: -12.28
Rho: -0.23
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.79%
1 Month
  -10.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.320 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -