BVT Put 1150 PLD 20.12.2024
/ DE000VU89CF7
BVT Put 1150 PLD 20.12.2024/ DE000VU89CF7 /
| 2024-11-08 9:05:15 PM |
Chg.+0.25 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+19.23% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
1,150.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
VU89CF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.37 |
| Parity: |
1.46 |
| Time value: |
0.14 |
| Break-even: |
912.99 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
3.23% |
| Delta: |
-0.78 |
| Theta: |
-0.48 |
| Omega: |
-4.53 |
| Rho: |
-0.99 |
Quote data
| Open: |
1.42 |
| High: |
1.58 |
| Low: |
1.41 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.48% |
| 1 Month |
|
|
+50.49% |
| 3 Months |
|
|
-34.32% |
| YTD |
|
|
+18.32% |
| 1 Year |
|
|
-31.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
0.92 |
| 1M High / 1M Low: |
1.55 |
0.39 |
| 6M High / 6M Low: |
2.80 |
0.39 |
| High (YTD): |
2024-08-05 |
2.80 |
| Low (YTD): |
2024-10-28 |
0.39 |
| 52W High: |
2024-08-05 |
2.80 |
| 52W Low: |
2024-10-28 |
0.39 |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
331.13% |
| Volatility 6M: |
|
175.54% |
| Volatility 1Y: |
|
149.00% |
| Volatility 3Y: |
|
- |
