BVT Put 1200 PLD 20.09.2024
/ DE000VM6PEN8
BVT Put 1200 PLD 20.09.2024/ DE000VM6PEN8 /
| 2024-09-03 9:07:28 PM |
Chg.+0.08 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+4.91% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
1,200.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM6PEN |
| 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: |
2023-12-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
- |
| Historic volatility: |
0.33 |
| Parity: |
2.12 |
| Time value: |
-0.44 |
| Break-even: |
916.29 |
| Moneyness: |
1.24 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.67 |
| Spread abs.: |
0.05 |
| Spread %: |
3.07% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.66 |
| High: |
1.73 |
| Low: |
1.66 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.88% |
| 1 Month |
|
|
-0.58% |
| 3 Months |
|
|
+10.32% |
| YTD |
|
|
+55.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.60 |
| 1M High / 1M Low: |
1.75 |
1.60 |
| 6M High / 6M Low: |
1.75 |
1.13 |
| High (YTD): |
2024-08-05 |
1.75 |
| Low (YTD): |
2024-04-09 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.39% |
| Volatility 6M: |
|
59.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
