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BVT Put 1.28 GBP/USD 20.09.2024/  DE000VU8MN83  /

Frankfurt Zert./VONT
2024-07-16  4:43:28 PM Chg.+0.050 Bid5:38:10 PM Ask5:38:10 PM Underlying Strike price Expiration date Option type
0.780EUR +6.85% 0.750
Bid Size: 60,000		 0.760
Ask Size: 60,000		 - 1.28 USD 2024-09-20 Put
 

Master data

WKN: VU8MN8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 1.28 USD
Maturity: 2024-09-20
Issue date: 2023-06-16
Last trading day: 2024-09-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -160.80
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.06
Parity: -1.54
Time value: 0.74
Break-even: 1.17
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.37%
Delta: -0.28
Theta: 0.00
Omega: -45.28
Rho: 0.00
 

Quote data

Open: 0.720
High: 0.780
Low: 0.720
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -41.79%
1 Month
  -65.33%
3 Months
  -81.86%
YTD
  -76.15%
1 Year
  -76.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 0.670
1M High / 1M Low: 2.360 0.670
6M High / 6M Low: 4.700 0.670
High (YTD): 2024-04-22 4.700
Low (YTD): 2024-07-12 0.670
52W High: 2023-10-03 7.790
52W Low: 2024-07-12 0.670
Avg. price 1W:   0.954
Avg. volume 1W:   0.000
Avg. price 1M:   1.730
Avg. volume 1M:   0.000
Avg. price 6M:   2.753
Avg. volume 6M:   0.000
Avg. price 1Y:   3.901
Avg. volume 1Y:   0.000
Volatility 1M:   178.69%
Volatility 6M:   150.49%
Volatility 1Y:   128.75%
Volatility 3Y:   -