BVT Put 1.32 GBP/USD 20.09.2024
/ DE000VU9XSN6
BVT Put 1.32 GBP/USD 20.09.2024/ DE000VU9XSN6 /
2024-09-06 7:53:23 PM |
Chg.+0.150 |
Bid9:58:39 PM |
Ask9:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
+16.48% |
- Bid Size: - |
- Ask Size: - |
- |
1.32 USD |
2024-09-20 |
Put |
Master data
WKN: |
VU9XSN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1.32 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-07-17 |
Last trading day: |
2024-09-20 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-112.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.09 |
Historic volatility: |
0.06 |
Parity: |
0.64 |
Time value: |
0.41 |
Break-even: |
1.18 |
Moneyness: |
1.01 |
Premium: |
0.00 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.96% |
Delta: |
-0.60 |
Theta: |
0.00 |
Omega: |
-67.37 |
Rho: |
0.00 |
Quote data
Open: |
0.910 |
High: |
1.060 |
Low: |
0.900 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.54% |
1 Month |
|
|
-77.11% |
3 Months |
|
|
-76.96% |
YTD |
|
|
-80.66% |
1 Year |
|
|
-86.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.320 |
0.910 |
1M High / 1M Low: |
4.630 |
0.740 |
6M High / 6M Low: |
7.840 |
0.740 |
High (YTD): |
2024-04-22 |
7.840 |
Low (YTD): |
2024-08-27 |
0.740 |
52W High: |
2023-10-03 |
10.790 |
52W Low: |
2024-08-27 |
0.740 |
Avg. price 1W: |
|
1.086 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.089 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.392 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.805 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
312.01% |
Volatility 6M: |
|
171.31% |
Volatility 1Y: |
|
137.04% |
Volatility 3Y: |
|
- |