BVT Put 1.23 GBP/USD 20.09.2024
/ DE000VU5L287
BVT Put 1.23 GBP/USD 20.09.2024/ DE000VU5L287 /
2024-08-01 10:34:25 AM |
Chg.+0.030 |
Bid1:37:27 PM |
Ask1:37:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.149EUR |
+25.21% |
0.144 Bid Size: 60,000 |
0.154 Ask Size: 60,000 |
- |
1.23 USD |
2024-09-20 |
Put |
Master data
WKN: |
VU5L28 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1.23 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-04-04 |
Last trading day: |
2024-09-20 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-1,060.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.09 |
Historic volatility: |
0.06 |
Parity: |
-5.14 |
Time value: |
0.11 |
Break-even: |
1.14 |
Moneyness: |
0.96 |
Premium: |
0.04 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.01 |
Spread %: |
9.80% |
Delta: |
-0.06 |
Theta: |
0.00 |
Omega: |
-68.92 |
Rho: |
0.00 |
Quote data
Open: |
0.149 |
High: |
0.149 |
Low: |
0.149 |
Previous Close: |
0.119 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.76% |
1 Month |
|
|
-68.96% |
3 Months |
|
|
-88.45% |
YTD |
|
|
-91.08% |
1 Year |
|
|
-94.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.137 |
0.113 |
1M High / 1M Low: |
0.480 |
0.098 |
6M High / 6M Low: |
1.960 |
0.098 |
High (YTD): |
2024-02-05 |
1.960 |
Low (YTD): |
2024-07-17 |
0.098 |
52W High: |
2023-10-03 |
4.760 |
52W Low: |
2024-07-17 |
0.098 |
Avg. price 1W: |
|
0.123 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.179 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.870 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.860 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
237.34% |
Volatility 6M: |
|
197.07% |
Volatility 1Y: |
|
157.71% |
Volatility 3Y: |
|
- |