OverviewChartNewsTraderScreen

BVT Put 1150 PLD 20.09.2024/  DE000VU89DW0  /

EUWAX
2024-07-29  11:04:27 AM Chg.-0.04 Bid11:50:45 AM Ask11:50:45 AM Underlying Strike price Expiration date Option type
2.24EUR -1.75% 2.18
Bid Size: 22,000		 2.23
Ask Size: 22,000		 PALLADIUM (Fixing) 1,150.00 USD 2024-09-20 Put
 

Master data

WKN: VU89DW
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: PALLADIUM (Fixing)
Type: Warrant
Option type: Put
Strike price: 1,150.00 USD
Maturity: 2024-09-20
Issue date: 2023-07-04
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -3.65
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 2.28
Implied volatility: 0.43
Historic volatility: 0.33
Parity: 2.28
Time value: 0.00
Break-even: 831.63
Moneyness: 1.27
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 2.24%
Delta: -0.91
Theta: -0.11
Omega: -3.33
Rho: -1.43
 

Quote data

Open: 2.18
High: 2.24
Low: 2.18
Previous Close: 2.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.67%
1 Month  
+25.84%
3 Months  
+25.14%
YTD  
+98.23%
1 Year  
+53.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.28 1.96
1M High / 1M Low: 2.28 1.38
6M High / 6M Low: 2.62 1.15
High (YTD): 2024-02-13 2.62
Low (YTD): 2024-04-09 1.15
52W High: 2024-02-13 2.62
52W Low: 2023-12-19 0.88
Avg. price 1W:   2.12
Avg. volume 1W:   0.00
Avg. price 1M:   1.78
Avg. volume 1M:   0.00
Avg. price 6M:   1.81
Avg. volume 6M:   20.47
Avg. price 1Y:   1.61
Avg. volume 1Y:   10.24
Volatility 1M:   120.59%
Volatility 6M:   128.95%
Volatility 1Y:   121.71%
Volatility 3Y:   -