BVT Put 6.4 J5A 21.06.2024
/ DE000VD5VSK5
BVT Put 6.4 J5A 21.06.2024/ DE000VD5VSK5 /
2024-05-31 7:42:33 PM |
Chg.+0.006 |
Bid9:56:15 PM |
Ask9:56:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
+75.00% |
- Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... |
6.40 - |
2024-06-21 |
Put |
Master data
WKN: |
VD5VSK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
WB DISCOVERY SER.A DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
6.40 - |
Maturity: |
2024-06-21 |
Issue date: |
2024-05-09 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-111.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.46 |
Parity: |
-1.06 |
Time value: |
0.07 |
Break-even: |
6.33 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
10.53 |
Spread abs.: |
0.03 |
Spread %: |
81.08% |
Delta: |
-0.12 |
Theta: |
0.00 |
Omega: |
-13.48 |
Rho: |
0.00 |
Quote data
Open: |
0.037 |
High: |
0.037 |
Low: |
0.014 |
Previous Close: |
0.008 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-78.79% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.066 |
0.008 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.038 |
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: |
|
- |