BVT Put 1100 PLD 20.09.2024
/ DE000VM6PD40
BVT Put 1100 PLD 20.09.2024/ DE000VM6PD40 /
04/09/2024 10:33:22 |
Chg.+0.040 |
Bid12:24:13 |
Ask12:24:13 |
Underlying |
Strike price |
Expiration date |
Option type |
1.390EUR |
+2.96% |
1.370 Bid Size: 30,000 |
1.420 Ask Size: 30,000 |
PALLADIUM (Fixing) |
1,100.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
11/12/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-6.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.36 |
Intrinsic value: |
1.37 |
Implied volatility: |
- |
Historic volatility: |
0.33 |
Parity: |
1.37 |
Time value: |
-0.02 |
Break-even: |
860.61 |
Moneyness: |
1.16 |
Premium: |
0.00 |
Premium p.a.: |
-0.06 |
Spread abs.: |
0.05 |
Spread %: |
3.85% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.390 |
High: |
1.390 |
Low: |
1.390 |
Previous Close: |
1.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.11% |
1 Month |
|
|
-8.55% |
3 Months |
|
|
+5.30% |
YTD |
|
|
+73.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.350 |
1.050 |
1M High / 1M Low: |
1.650 |
1.050 |
6M High / 6M Low: |
1.650 |
0.790 |
High (YTD): |
05/08/2024 |
1.650 |
Low (YTD): |
09/04/2024 |
0.790 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.190 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.338 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.182 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.00% |
Volatility 6M: |
|
120.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |