BVT Put 1000 PLD 20.09.2024
/ DE000VU89DH1
BVT Put 1000 PLD 20.09.2024/ DE000VU89DH1 /
2024-09-03 9:05:24 PM |
Chg.+0.180 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
+50.00% |
- Bid Size: - |
- Ask Size: - |
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: |
-21.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.30 |
Historic volatility: |
0.33 |
Parity: |
0.31 |
Time value: |
0.10 |
Break-even: |
862.57 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.05 |
Spread %: |
13.89% |
Delta: |
-0.69 |
Theta: |
-0.53 |
Omega: |
-14.60 |
Rho: |
-0.30 |
Quote data
Open: |
0.400 |
High: |
0.640 |
Low: |
0.390 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.71% |
1 Month |
|
|
-50.46% |
3 Months |
|
|
-49.06% |
YTD |
|
|
-1.82% |
1 Year |
|
|
-20.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.360 |
1M High / 1M Low: |
1.410 |
0.360 |
6M High / 6M Low: |
1.410 |
0.360 |
High (YTD): |
2024-02-13 |
1.510 |
Low (YTD): |
2024-09-02 |
0.360 |
52W High: |
2024-02-13 |
1.510 |
52W Low: |
2024-09-02 |
0.360 |
Avg. price 1W: |
|
0.436 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.713 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.809 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.821 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
292.64% |
Volatility 6M: |
|
206.50% |
Volatility 1Y: |
|
181.33% |
Volatility 3Y: |
|
- |