BVT Put 1200 PLD 20.09.2024
/ DE000VM6PEN8
BVT Put 1200 PLD 20.09.2024/ DE000VM6PEN8 /
9/4/2024 1:06:56 PM |
Chg.+0.02 |
Bid1:30:12 PM |
Ask1:30:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.73EUR |
+1.17% |
1.72 Bid Size: 30,000 |
1.77 Ask Size: 30,000 |
PALLADIUM (Fixing) |
1,200.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
12/11/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-4.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.26 |
Intrinsic value: |
2.28 |
Implied volatility: |
- |
Historic volatility: |
0.33 |
Parity: |
2.28 |
Time value: |
-0.52 |
Break-even: |
910.12 |
Moneyness: |
1.27 |
Premium: |
-0.06 |
Premium p.a.: |
-0.76 |
Spread abs.: |
0.05 |
Spread %: |
2.92% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.72 |
High: |
1.73 |
Low: |
1.72 |
Previous Close: |
1.71 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.98% |
1 Month |
|
|
+0.58% |
3 Months |
|
|
+10.90% |
YTD |
|
|
+57.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.71 |
1.62 |
1M High / 1M Low: |
1.75 |
1.60 |
6M High / 6M Low: |
1.75 |
1.13 |
High (YTD): |
8/5/2024 |
1.75 |
Low (YTD): |
4/9/2024 |
1.13 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.48 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
38.09% |
Volatility 6M: |
|
59.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |