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BVT Put 1000 PLD 20.09.2024/  DE000VU89DH1  /

Frankfurt Zert./VONT
2024-07-29  10:25:20 AM Chg.-0.040 Bid12:30:16 PM Ask12:30:16 PM Underlying Strike price Expiration date Option type
1.050EUR -3.67% 0.990
Bid Size: 27,000		 1.040
Ask Size: 27,000		 PALLADIUM (Fixing) 1,000.00 USD 2024-09-20 Put
 

Master data

WKN: VU89DH
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: PALLADIUM (Fixing)
Type: Warrant
Option type: Put
Strike price: 1,000.00 USD
Maturity: 2024-09-20
Issue date: 2023-07-04
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -7.63
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.90
Implied volatility: 0.42
Historic volatility: 0.33
Parity: 0.90
Time value: 0.19
Break-even: 812.42
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 4.81%
Delta: -0.70
Theta: -0.37
Omega: -5.34
Rho: -1.00
 

Quote data

Open: 1.050
High: 1.050
Low: 1.050
Previous Close: 1.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+38.16%
3 Months  
+23.53%
YTD  
+94.44%
1 Year  
+14.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.830
1M High / 1M Low: 1.090 0.540
6M High / 6M Low: 1.510 0.500
High (YTD): 2024-02-13 1.510
Low (YTD): 2024-04-09 0.500
52W High: 2024-02-13 1.510
52W Low: 2023-12-19 0.410
Avg. price 1W:   0.964
Avg. volume 1W:   0.000
Avg. price 1M:   0.766
Avg. volume 1M:   0.000
Avg. price 6M:   0.863
Avg. volume 6M:   0.000
Avg. price 1Y:   0.814
Avg. volume 1Y:   0.000
Volatility 1M:   183.07%
Volatility 6M:   180.27%
Volatility 1Y:   162.71%
Volatility 3Y:   -