BVT Put 5 TKA 17.05.2024/ DE000VD2D6C2 /
| 2024-05-03 7:53:36 PM | Chg.+0.030 | Bid8:21:06 PM | Ask8:21:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.360EUR | +9.09% | - Bid Size: - |
- Ask Size: - |
THYSSENKRUPP AG O.N. | 5.00 EUR | 2024-05-17 | Put |
Master data
| WKN: | VD2D6C |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | THYSSENKRUPP AG O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 5.00 EUR |
| Maturity: | 2024-05-17 |
| Issue date: | 2024-03-19 |
| Last trading day: | 2024-05-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -12.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 0.85 |
| Historic volatility: | 0.33 |
| Parity: | 0.16 |
| Time value: | 0.24 |
| Break-even: | 4.60 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 2.81 |
| Spread abs.: | 0.05 |
| Spread %: | 14.29% |
| Delta: | -0.55 |
| Theta: | -0.01 |
| Omega: | -6.61 |
| Rho: | 0.00 |
Quote data
| Open: | 0.360 |
|---|---|
| High: | 0.360 |
| Low: | 0.340 |
| Previous Close: | 0.330 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -14.29% | ||
|---|---|---|---|
| 1 Month | +12.50% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.430 | 0.330 |
|---|---|---|
| 1M High / 1M Low: | 0.650 | 0.280 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.380 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.462 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 284.33% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
