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BVT Put 1250 PLD 20.09.2024/  DE000VU89EM9  /

EUWAX
2024-07-29  12:04:53 PM Chg.-0.11 Bid12:28:03 PM Ask12:28:03 PM Underlying Strike price Expiration date Option type
3.05EUR -3.48% 3.04
Bid Size: 21,000		 3.09
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: 3.05
High: 3.12
Low: 3.05
Previous Close: 3.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.67%
1 Month  
+18.22%
3 Months  
+20.55%
YTD  
+79.41%
1 Year  
+60.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.16 2.81
1M High / 1M Low: 3.16 2.13
6M High / 6M Low: 3.44 1.78
High (YTD): 2024-02-13 3.44
Low (YTD): 2024-04-09 1.78
52W High: 2024-02-13 3.44
52W Low: 2023-09-28 1.29
Avg. price 1W:   2.98
Avg. volume 1W:   0.00
Avg. price 1M:   2.60
Avg. volume 1M:   0.00
Avg. price 6M:   2.56
Avg. volume 6M:   0.00
Avg. price 1Y:   2.26
Avg. volume 1Y:   0.00
Volatility 1M:   92.24%
Volatility 6M:   103.69%
Volatility 1Y:   101.46%
Volatility 3Y:   -