BVT Put 1.29 GBP/USD 20.09.2024
/ DE000VU8RBH8
BVT Put 1.29 GBP/USD 20.09.2024/ DE000VU8RBH8 /
| 2024-06-28 11:08:07 AM |
Chg.+0.05 |
Bid11:59:21 AM |
Ask11:59:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
+1.72% |
2.85
Bid Size: 42,000 |
2.86
Ask Size: 42,000 |
- |
1.29 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VU8RBH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.29 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-40.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.06 |
| Parity: |
2.43 |
| Time value: |
0.52 |
| Break-even: |
1.18 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-23.80 |
| Rho: |
0.00 |
Quote data
| Open: |
2.92 |
| High: |
2.95 |
| Low: |
2.90 |
| Previous Close: |
2.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.68% |
| 1 Month |
|
|
+28.82% |
| 3 Months |
|
|
-17.13% |
| YTD |
|
|
-19.62% |
| 1 Year |
|
|
-50.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.09 |
2.59 |
| 1M High / 1M Low: |
3.09 |
2.02 |
| 6M High / 6M Low: |
5.40 |
2.02 |
| High (YTD): |
2024-04-22 |
5.40 |
| Low (YTD): |
2024-06-12 |
2.02 |
| 52W High: |
2023-10-03 |
8.52 |
| 52W Low: |
2024-06-12 |
2.02 |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.61 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
180.61% |
| Volatility 6M: |
|
133.23% |
| Volatility 1Y: |
|
116.56% |
| Volatility 3Y: |
|
- |
