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BVT Put 1200 PLD 20.09.2024/  DE000VU89EG1  /

Frankfurt Zert./VONT
2024-07-29  10:24:54 AM Chg.-0.020 Bid1:15:26 PM Ask1:15:26 PM Underlying Strike price Expiration date Option type
2.690EUR -0.74% 2.620
Bid Size: 21,000		 2.670
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: 2.690
Previous Close: 2.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.86%
1 Month  
+26.29%
3 Months  
+24.54%
YTD  
+93.53%
1 Year  
+61.08%
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:   -