BVT Put 1250 PLD 20.09.2024
/ DE000VU89EM9
BVT Put 1250 PLD 20.09.2024/ DE000VU89EM9 /
2024-07-29 10:33:52 AM |
Chg.-0.040 |
Bid12:06:52 PM |
Ask12:06:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.120EUR |
-1.27% |
3.060 Bid Size: 21,000 |
3.110 Ask Size: 21,000 |
PALLADIUM (Fixing) |
1,250.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VU89EM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PALLADIUM (Fixing) |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,250.00 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: |
-2.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.15 |
Intrinsic value: |
3.21 |
Implied volatility: |
0.36 |
Historic volatility: |
0.33 |
Parity: |
3.21 |
Time value: |
-0.06 |
Break-even: |
836.77 |
Moneyness: |
1.39 |
Premium: |
-0.01 |
Premium p.a.: |
-0.05 |
Spread abs.: |
0.05 |
Spread %: |
1.61% |
Delta: |
-0.99 |
Theta: |
0.08 |
Omega: |
-2.61 |
Rho: |
-1.65 |
Quote data
Open: |
3.120 |
High: |
3.120 |
Low: |
3.120 |
Previous Close: |
3.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.97% |
1 Month |
|
|
+23.32% |
3 Months |
|
|
+23.32% |
YTD |
|
|
+81.40% |
1 Year |
|
|
+64.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.160 |
2.810 |
1M High / 1M Low: |
3.160 |
2.150 |
6M High / 6M Low: |
3.450 |
1.800 |
High (YTD): |
2024-02-13 |
3.450 |
Low (YTD): |
2024-04-09 |
1.800 |
52W High: |
2024-02-13 |
3.450 |
52W Low: |
2023-09-28 |
1.300 |
Avg. price 1W: |
|
2.984 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.596 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.564 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.265 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
93.66% |
Volatility 6M: |
|
106.47% |
Volatility 1Y: |
|
103.52% |
Volatility 3Y: |
|
- |