BVT Put 1100 PLD 20.09.2024
/ DE000VM6PD40
BVT Put 1100 PLD 20.09.2024/ DE000VM6PD40 /
| 2024-07-05 9:06:05 PM |
Chg.-0.040 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-4.04% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
0.64 |
| Time value: |
0.36 |
| Break-even: |
914.81 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
5.26% |
| Delta: |
-0.60 |
| Theta: |
-0.36 |
| Omega: |
-5.67 |
| Rho: |
-1.39 |
Quote data
| Open: |
0.920 |
| High: |
0.970 |
| Low: |
0.910 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.80% |
| 1 Month |
|
|
-24.60% |
| 3 Months |
|
|
-8.65% |
| YTD |
|
|
+17.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.950 |
| 1M High / 1M Low: |
1.420 |
0.950 |
| 6M High / 6M Low: |
1.500 |
0.780 |
| High (YTD): |
2024-02-13 |
1.500 |
| Low (YTD): |
2024-04-09 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.156 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.21% |
| Volatility 6M: |
|
102.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
