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BVT Put 1.31 GBP/USD 20.09.2024/  DE000VU9UA53  /

Frankfurt Zert./VONT
2024-08-01  10:20:46 AM Chg.+0.420 Bid1:22:12 PM Ask1:22:12 PM Underlying Strike price Expiration date Option type
3.110EUR +15.61% 3.160
Bid Size: 39,000		 3.170
Ask Size: 39,000		 - 1.31 USD 2024-09-20 Put
 

Master data

WKN: VU9UA5
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 1.31 USD
Maturity: 2024-09-20
Issue date: 2023-07-13
Last trading day: 2024-09-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -46.58
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 2.26
Implied volatility: 0.09
Historic volatility: 0.06
Parity: 2.26
Time value: 0.29
Break-even: 1.18
Moneyness: 1.02
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.39%
Delta: -0.66
Theta: 0.00
Omega: -30.54
Rho: 0.00
 

Quote data

Open: 3.110
High: 3.110
Low: 3.110
Previous Close: 2.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.40%
1 Month
  -28.34%
3 Months
  -46.01%
YTD
  -35.61%
1 Year
  -46.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.690 2.450
1M High / 1M Low: 4.340 1.720
6M High / 6M Low: 7.000 1.720
High (YTD): 2024-04-22 7.000
Low (YTD): 2024-07-17 1.720
52W High: 2023-10-03 10.010
52W Low: 2024-07-17 1.720
Avg. price 1W:   2.568
Avg. volume 1W:   0.000
Avg. price 1M:   2.636
Avg. volume 1M:   0.000
Avg. price 6M:   4.346
Avg. volume 6M:   0.000
Avg. price 1Y:   5.566
Avg. volume 1Y:   0.000
Volatility 1M:   162.65%
Volatility 6M:   124.99%
Volatility 1Y:   109.50%
Volatility 3Y:   -