BVT Put 1250 PLD 20.09.2024
/ DE000VU89EM9
BVT Put 1250 PLD 20.09.2024/ DE000VU89EM9 /
04/09/2024 15:03:17 |
Chg.+0.04 |
Bid15:33:56 |
Ask15:33:56 |
Underlying |
Strike price |
Expiration date |
Option type |
2.71EUR |
+1.50% |
2.77 Bid Size: 21,000 |
2.82 Ask Size: 21,000 |
PALLADIUM (Fixing) |
1,250.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
04/07/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-3.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.71 |
Intrinsic value: |
2.73 |
Implied volatility: |
0.59 |
Historic volatility: |
0.33 |
Parity: |
2.73 |
Time value: |
-0.01 |
Break-even: |
859.37 |
Moneyness: |
1.32 |
Premium: |
0.00 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.05 |
Spread %: |
1.87% |
Delta: |
-0.99 |
Theta: |
-0.01 |
Omega: |
-3.11 |
Rho: |
-0.49 |
Quote data
Open: |
2.74 |
High: |
2.77 |
Low: |
2.71 |
Previous Close: |
2.67 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.65% |
1 Month |
|
|
-15.31% |
3 Months |
|
|
-8.45% |
YTD |
|
|
+59.41% |
1 Year |
|
|
+64.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.67 |
2.37 |
1M High / 1M Low: |
3.60 |
2.37 |
6M High / 6M Low: |
3.60 |
1.78 |
High (YTD): |
05/08/2024 |
3.60 |
Low (YTD): |
09/04/2024 |
1.78 |
52W High: |
05/08/2024 |
3.60 |
52W Low: |
28/09/2023 |
1.29 |
Avg. price 1W: |
|
2.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.77 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.38 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
111.08% |
Volatility 6M: |
|
106.46% |
Volatility 1Y: |
|
104.94% |
Volatility 3Y: |
|
- |