BVT Put 7.6 J5A 21.06.2024
/ DE000VD5JYR3
BVT Put 7.6 J5A 21.06.2024/ DE000VD5JYR3 /
| 2024-06-11 5:03:59 PM |
Chg.-0.017 |
Bid5:48:03 PM |
Ask5:48:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-15.89% |
0.085
Bid Size: 54,000 |
0.116
Ask Size: 54,000 |
WB DISCOVERY SER.A D... |
7.60 - |
2024-06-21 |
Put |
Master data
| WKN: |
VD5JYR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WB DISCOVERY SER.A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.60 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.45 |
| Parity: |
0.06 |
| Time value: |
0.08 |
| Break-even: |
7.46 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.03 |
| Spread %: |
29.25% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-30.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.099 |
| High: |
0.108 |
| Low: |
0.090 |
| Previous Close: |
0.107 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.17% |
| 1 Month |
|
|
-78.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.141 |
0.096 |
| 1M High / 1M Low: |
0.390 |
0.096 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
