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BVT Put 1200 PLD 20.09.2024/  DE000VU89EG1  /

Frankfurt Zert./VONT
2024-07-05  7:53:07 PM Chg.-0.020 Bid9:57:24 PM Ask9:57:24 PM Underlying Strike price Expiration date Option type
1.770EUR -1.12% -
Bid Size: -		 -
Ask Size: -		 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: -5.34
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 1.56
Implied volatility: 0.45
Historic volatility: 0.32
Parity: 1.56
Time value: 0.22
Break-even: 929.07
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 2.89%
Delta: -0.72
Theta: -0.34
Omega: -3.87
Rho: -1.81
 

Quote data

Open: 1.670
High: 1.770
Low: 1.670
Previous Close: 1.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.90%
1 Month
  -26.25%
3 Months
  -8.76%
YTD  
+27.34%
1 Year
  -3.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.130 1.740
1M High / 1M Low: 2.820 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:   1.856
Avg. volume 1W:   0.000
Avg. price 1M:   2.398
Avg. volume 1M:   0.000
Avg. price 6M:   2.179
Avg. volume 6M:   0.000
Avg. price 1Y:   1.891
Avg. volume 1Y:   0.000
Volatility 1M:   110.38%
Volatility 6M:   116.21%
Volatility 1Y:   112.06%
Volatility 3Y:   -