BVT Put 1150 PLD 20.09.2024
/ DE000VU89DW0
BVT Put 1150 PLD 20.09.2024/ DE000VU89DW0 /
| 2024-07-05 9:07:23 PM |
Chg.-0.06 |
Bid10:00:01 PM |
Ask10:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
1.10 |
| Time value: |
0.32 |
| Break-even: |
918.94 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
3.65% |
| Delta: |
-0.66 |
| Theta: |
-0.39 |
| Omega: |
-4.39 |
| Rho: |
-1.59 |
Quote data
| Open: |
1.34 |
| High: |
1.41 |
| Low: |
1.32 |
| Previous Close: |
1.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.47% |
| 1 Month |
|
|
-31.34% |
| 3 Months |
|
|
-13.75% |
| YTD |
|
|
+22.12% |
| 1 Year |
|
|
-14.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.38 |
| 1M High / 1M Low: |
2.39 |
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: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
118.18 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
20.47 |
| Avg. price 1Y: |
|
1.59 |
| Avg. volume 1Y: |
|
10.16 |
| Volatility 1M: |
|
111.99% |
| Volatility 6M: |
|
127.01% |
| Volatility 1Y: |
|
119.16% |
| Volatility 3Y: |
|
- |
