BVT Put 1100 PLD 20.12.2024
/ DE000VM6PE31
BVT Put 1100 PLD 20.12.2024/ DE000VM6PE31 /
| 08/11/2024 19:54:37 |
Chg.+0.190 |
Bid21:58:24 |
Ask21:58:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+19.79% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
1,100.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VM6PE3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,100.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-7.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.37 |
| Parity: |
0.99 |
| Time value: |
0.20 |
| Break-even: |
907.34 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
4.39% |
| Delta: |
-0.72 |
| Theta: |
-0.52 |
| Omega: |
-5.57 |
| Rho: |
-0.88 |
Quote data
| Open: |
1.010 |
| High: |
1.150 |
| Low: |
1.010 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+76.92% |
| 1 Month |
|
|
+55.41% |
| 3 Months |
|
|
-15.44% |
| YTD |
|
|
+25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.650 |
| 1M High / 1M Low: |
1.150 |
0.240 |
| 6M High / 6M Low: |
1.500 |
0.240 |
| High (YTD): |
13/02/2024 |
1.520 |
| Low (YTD): |
28/10/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.089 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.09% |
| Volatility 6M: |
|
172.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
