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BVT Put 800 PLD 20.09.2024/  DE000VU89DL3  /

Frankfurt Zert./VONT
2024-07-29  1:52:31 PM Chg.-0.022 Bid2:20:02 PM Ask2:20:02 PM Underlying Strike price Expiration date Option type
0.089EUR -19.82% 0.090
Bid Size: 40,000		 0.137
Ask Size: 40,000		 PALLADIUM (Fixing) 800.00 USD 2024-09-20 Put
 

Master data

WKN: VU89DL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: PALLADIUM (Fixing)
Type: Warrant
Option type: Put
Strike price: 800.00 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: -56.54
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.33
Parity: -0.94
Time value: 0.15
Break-even: 722.43
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 1.33
Spread abs.: 0.05
Spread %: 47.00%
Delta: -0.19
Theta: -0.32
Omega: -10.74
Rho: -0.25
 

Quote data

Open: 0.100
High: 0.100
Low: 0.089
Previous Close: 0.111
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.29%
1 Month
  -3.26%
3 Months
  -45.06%
YTD
  -21.93%
1 Year
  -78.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.111 0.052
1M High / 1M Low: 0.113 0.024
6M High / 6M Low: 0.450 0.024
High (YTD): 2024-02-13 0.450
Low (YTD): 2024-07-08 0.024
52W High: 2023-12-05 0.480
52W Low: 2024-07-08 0.024
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   0.197
Avg. volume 1Y:   0.000
Volatility 1M:   660.34%
Volatility 6M:   359.66%
Volatility 1Y:   299.52%
Volatility 3Y:   -