BVT Put 1000 PLD 20.12.2024
/ DE000VM6PEZ2
BVT Put 1000 PLD 20.12.2024/ DE000VM6PEZ2 /
| 11/8/2024 8:04:41 PM |
Chg.+0.140 |
Bid9:49:57 PM |
Ask9:49:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+34.15% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
1,000.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
VM6PEZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,000.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-15.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.37 |
| Parity: |
0.06 |
| Time value: |
0.53 |
| Break-even: |
874.04 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.05 |
| Spread %: |
9.26% |
| Delta: |
-0.48 |
| Theta: |
-0.66 |
| Omega: |
-7.49 |
| Rho: |
-0.56 |
Quote data
| Open: |
0.440 |
| High: |
0.550 |
| Low: |
0.440 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+129.17% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
-46.60% |
| YTD |
|
|
-17.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.240 |
| 1M High / 1M Low: |
0.550 |
0.038 |
| 6M High / 6M Low: |
1.250 |
0.038 |
| High (YTD): |
2/13/2024 |
1.260 |
| Low (YTD): |
10/28/2024 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.742 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
724.55% |
| Volatility 6M: |
|
318.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
