BVT Put 750 PLD 20.12.2024
/ DE000VU89B28
BVT Put 750 PLD 20.12.2024/ DE000VU89B28 /
2024-10-08 10:20:32 AM |
Chg.+0.012 |
Bid12:38:29 PM |
Ask12:38:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
+1200.00% |
0.007 Bid Size: 40,000 |
0.053 Ask Size: 40,000 |
PALLADIUM (Fixing) |
750.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
VU89B2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PALLADIUM (Fixing) |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
750.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-04 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-203.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.34 |
Parity: |
-2.52 |
Time value: |
0.05 |
Break-even: |
678.81 |
Moneyness: |
0.73 |
Premium: |
0.27 |
Premium p.a.: |
2.36 |
Spread abs.: |
0.05 |
Spread %: |
4,500.00% |
Delta: |
-0.05 |
Theta: |
-0.14 |
Omega: |
-10.45 |
Rho: |
-0.11 |
Quote data
Open: |
0.013 |
High: |
0.013 |
Low: |
0.013 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-90.23% |
3 Months |
|
|
-93.50% |
YTD |
|
|
-90.37% |
1 Year |
|
|
-91.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.026 |
0.001 |
1M High / 1M Low: |
0.090 |
0.001 |
6M High / 6M Low: |
0.370 |
0.001 |
High (YTD): |
2024-02-13 |
0.420 |
Low (YTD): |
2024-10-07 |
0.001 |
52W High: |
2023-12-05 |
0.440 |
52W Low: |
2024-10-07 |
0.001 |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.200 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.223 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
3,632.84% |
Volatility 6M: |
|
1,443.87% |
Volatility 1Y: |
|
1,033.39% |
Volatility 3Y: |
|
- |