BVT Put 1400 PLD 20.12.2024
/ DE000VD13G33
BVT Put 1400 PLD 20.12.2024/ DE000VD13G33 /
| 08/10/2024 10:12:06 |
Chg.+0.020 |
Bid12:47:36 |
Ask12:47:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
+1.18% |
1.710
Bid Size: 30,000 |
1.760
Ask Size: 30,000 |
PALLADIUM (Fixing) |
1,400.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VD13G3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,400.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.33 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
- |
| Historic volatility: |
0.34 |
| Parity: |
3.40 |
| Time value: |
-1.65 |
| Break-even: |
1,100.70 |
| Moneyness: |
1.36 |
| Premium: |
-0.18 |
| Premium p.a.: |
-0.62 |
| Spread abs.: |
0.05 |
| Spread %: |
2.94% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.720 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.18% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+1.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.690 |
| 1M High / 1M Low: |
1.720 |
1.530 |
| 6M High / 6M Low: |
1.800 |
1.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.722 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.93% |
| Volatility 6M: |
|
20.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
