BVT Put 1300 PLD 20.09.2024
/ DE000VU9VTP3
BVT Put 1300 PLD 20.09.2024/ DE000VU9VTP3 /
| 2024-07-05 7:43:47 PM |
Chg.-0.040 |
Bid9:55:50 PM |
Ask9:55:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.550EUR |
-1.54% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
1,300.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VU9VTP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,300.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
2.49 |
| Time value: |
0.09 |
| Break-even: |
941.32 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
1.98% |
| Delta: |
-0.82 |
| Theta: |
-0.26 |
| Omega: |
-3.02 |
| Rho: |
-2.16 |
Quote data
| Open: |
2.420 |
| High: |
2.590 |
| Low: |
2.420 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.85% |
| 1 Month |
|
|
-21.05% |
| 3 Months |
|
|
-5.20% |
| YTD |
|
|
+26.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.960 |
2.520 |
| 1M High / 1M Low: |
3.680 |
2.520 |
| 6M High / 6M Low: |
3.860 |
2.160 |
| High (YTD): |
2024-02-13 |
3.860 |
| Low (YTD): |
2024-03-15 |
2.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.955 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.06% |
| Volatility 6M: |
|
96.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
