BVT Put 1200 PLD 20.09.2024
/ DE000VU89EG1
BVT Put 1200 PLD 20.09.2024/ DE000VU89EG1 /
| 2024-07-29 1:52:35 PM |
Chg.-0.080 |
Bid2:07:31 PM |
Ask2:07:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.630EUR |
-2.95% |
2.630
Bid Size: 21,000 |
2.680
Ask Size: 21,000 |
PALLADIUM (Fixing) |
1,200.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VU89EG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,200.00 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: |
-3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
2.74 |
| Time value: |
-0.03 |
| Break-even: |
834.70 |
| Moneyness: |
1.33 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
1.88% |
| Delta: |
-0.96 |
| Theta: |
-0.01 |
| Omega: |
-2.93 |
| Rho: |
-1.55 |
Quote data
| Open: |
2.690 |
| High: |
2.690 |
| Low: |
2.630 |
| Previous Close: |
2.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.54% |
| 1 Month |
|
|
+23.47% |
| 3 Months |
|
|
+21.76% |
| YTD |
|
|
+89.21% |
| 1 Year |
|
|
+57.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.710 |
2.360 |
| 1M High / 1M Low: |
2.710 |
1.740 |
| 6M High / 6M Low: |
3.030 |
1.470 |
| High (YTD): |
2024-02-13 |
3.030 |
| Low (YTD): |
2024-04-09 |
1.470 |
| 52W High: |
2024-02-13 |
3.030 |
| 52W Low: |
2023-12-19 |
1.090 |
| Avg. price 1W: |
|
2.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.176 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.929 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
104.85% |
| Volatility 6M: |
|
117.61% |
| Volatility 1Y: |
|
113.95% |
| Volatility 3Y: |
|
- |
