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BVT Put 1200 PLD 20.09.2024/  DE000VU89EG1  /

EUWAX
2024-07-29  11:04:27 AM Chg.-0.05 Bid11:52:42 AM Ask11:52:42 AM Underlying Strike price Expiration date Option type
2.67EUR -1.84% 2.60
Bid Size: 21,000		 2.65
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: 2.61
High: 2.67
Low: 2.61
Previous Close: 2.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.89%
1 Month  
+23.04%
3 Months  
+24.19%
YTD  
+90.71%
1 Year  
+59.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.72 2.38
1M High / 1M Low: 2.72 1.74
6M High / 6M Low: 3.03 1.45
High (YTD): 2024-02-13 3.03
Low (YTD): 2024-04-09 1.45
52W High: 2024-02-13 3.03
52W Low: 2023-09-28 1.08
Avg. price 1W:   2.55
Avg. volume 1W:   0.00
Avg. price 1M:   2.18
Avg. volume 1M:   0.00
Avg. price 6M:   2.18
Avg. volume 6M:   0.00
Avg. price 1Y:   1.93
Avg. volume 1Y:   .98
Volatility 1M:   105.19%
Volatility 6M:   115.66%
Volatility 1Y:   110.95%
Volatility 3Y:   -