BVT Put 1.24 GBP/USD 20.09.2024
/ DE000VU5L279
BVT Put 1.24 GBP/USD 20.09.2024/ DE000VU5L279 /
2024-08-01 10:11:01 AM |
Chg.+0.047 |
Bid1:29:29 PM |
Ask1:29:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.234EUR |
+25.13% |
0.250 Bid Size: 60,000 |
0.260 Ask Size: 60,000 |
- |
1.24 USD |
2024-09-20 |
Put |
Master data
WKN: |
VU5L27 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1.24 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: |
-674.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.09 |
Historic volatility: |
0.06 |
Parity: |
-4.21 |
Time value: |
0.18 |
Break-even: |
1.14 |
Moneyness: |
0.96 |
Premium: |
0.04 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
6.02% |
Delta: |
-0.10 |
Theta: |
0.00 |
Omega: |
-65.50 |
Rho: |
0.00 |
Quote data
Open: |
0.234 |
High: |
0.234 |
Low: |
0.234 |
Previous Close: |
0.187 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-64.00% |
3 Months |
|
|
-85.64% |
YTD |
|
|
-87.62% |
1 Year |
|
|
-92.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.208 |
0.180 |
1M High / 1M Low: |
0.650 |
0.142 |
6M High / 6M Low: |
2.330 |
0.142 |
High (YTD): |
2024-04-22 |
2.330 |
Low (YTD): |
2024-07-17 |
0.142 |
52W High: |
2023-10-03 |
5.280 |
52W Low: |
2024-07-17 |
0.142 |
Avg. price 1W: |
|
0.192 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.261 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.084 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.142 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
235.90% |
Volatility 6M: |
|
192.07% |
Volatility 1Y: |
|
155.68% |
Volatility 3Y: |
|
- |