BVT Put 1100 PLD 20.09.2024
/ DE000VM6PD40
BVT Put 1100 PLD 20.09.2024/ DE000VM6PD40 /
| 2024-07-29 10:34:19 AM |
Chg.0.000 |
Bid12:17:10 PM |
Ask12:17:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
0.00% |
1.450
Bid Size: 30,000 |
1.500
Ask Size: 30,000 |
PALLADIUM (Fixing) |
1,100.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM6PD4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
- |
| Historic volatility: |
0.33 |
| Parity: |
1.82 |
| Time value: |
-0.31 |
| Break-even: |
862.56 |
| Moneyness: |
1.22 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
3.42% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.480 |
| High: |
1.480 |
| Low: |
1.480 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.23% |
| 1 Month |
|
|
+28.70% |
| 3 Months |
|
|
+29.82% |
| YTD |
|
|
+85.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.330 |
| 1M High / 1M Low: |
1.480 |
0.960 |
| 6M High / 6M Low: |
1.500 |
0.790 |
| High (YTD): |
2024-02-13 |
1.500 |
| Low (YTD): |
2024-04-09 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.33% |
| Volatility 6M: |
|
106.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
