BVT Put 1.32 GBP/USD 20.09.2024
/ DE000VU9XSN6
BVT Put 1.32 GBP/USD 20.09.2024/ DE000VU9XSN6 /
| 2024-08-01 8:51:33 AM |
Chg.+0.43 |
Bid9:03:14 AM |
Ask9:03:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.70EUR |
+13.15% |
3.71
Bid Size: 35,000 |
3.72
Ask Size: 35,000 |
- |
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: |
-33.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.06 |
| Parity: |
3.37 |
| Time value: |
0.16 |
| Break-even: |
1.19 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-24.19 |
| Rho: |
0.00 |
Quote data
| Open: |
3.70 |
| High: |
3.70 |
| Low: |
3.70 |
| Previous Close: |
3.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.45% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-43.25% |
| YTD |
|
|
-30.71% |
| 1 Year |
|
|
-41.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.51 |
3.19 |
| 1M High / 1M Low: |
5.18 |
2.28 |
| 6M High / 6M Low: |
7.82 |
2.28 |
| High (YTD): |
2024-04-22 |
7.82 |
| Low (YTD): |
2024-07-17 |
2.28 |
| 52W High: |
2023-10-03 |
10.79 |
| 52W Low: |
2024-07-17 |
2.28 |
| Avg. price 1W: |
|
3.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
148.30% |
| Volatility 6M: |
|
113.84% |
| Volatility 1Y: |
|
100.21% |
| Volatility 3Y: |
|
- |
