BVT Put 1.23 GBP/USD 20.09.2024
/ DE000VU5L287
BVT Put 1.23 GBP/USD 20.09.2024/ DE000VU5L287 /
2024-08-01 1:03:49 PM |
Chg.+0.066 |
Bid1:22:12 PM |
Ask1:22:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.165EUR |
+66.67% |
0.150 Bid Size: 60,000 |
0.160 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: |
0.115 |
High: |
0.170 |
Low: |
0.115 |
Previous Close: |
0.099 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.58% |
1 Month |
|
|
-64.89% |
3 Months |
|
|
-87.40% |
YTD |
|
|
-89.75% |
1 Year |
|
|
-93.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.144 |
0.099 |
1M High / 1M Low: |
0.470 |
0.096 |
6M High / 6M Low: |
1.970 |
0.096 |
High (YTD): |
2024-02-05 |
1.970 |
Low (YTD): |
2024-07-17 |
0.096 |
52W High: |
2023-10-03 |
4.740 |
52W Low: |
2024-07-17 |
0.096 |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.178 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.870 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.861 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
258.71% |
Volatility 6M: |
|
207.36% |
Volatility 1Y: |
|
164.65% |
Volatility 3Y: |
|
- |