OverviewChartNewsTraderScreen

BVT Put 1000 PLD 20.09.2024/  DE000VU89DH1  /

EUWAX
2024-07-29  11:04:27 AM Chg.-0.04 Bid11:51:44 AM Ask11:51:44 AM Underlying Strike price Expiration date Option type
1.04EUR -3.70% 1.00
Bid Size: 27,000		 1.05
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: 1.00
High: 1.04
Low: 1.00
Previous Close: 1.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.05%
1 Month  
+31.65%
3 Months  
+22.35%
YTD  
+89.09%
1 Year  
+13.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.08 0.85
1M High / 1M Low: 1.08 0.54
6M High / 6M Low: 1.51 0.49
High (YTD): 2024-02-13 1.51
Low (YTD): 2024-04-09 0.49
52W High: 2024-02-13 1.51
52W Low: 2023-12-19 0.41
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   0.77
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   0.81
Avg. volume 1Y:   0.00
Volatility 1M:   182.76%
Volatility 6M:   177.03%
Volatility 1Y:   159.18%
Volatility 3Y:   -