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BVT Put 900 PLD 20.09.2024/  DE000VU89B77  /

Frankfurt Zert./VONT
2024-07-29  10:33:43 AM Chg.-0.030 Bid12:35:03 PM Ask12:35:03 PM Underlying Strike price Expiration date Option type
0.450EUR -6.25% 0.420
Bid Size: 40,000		 0.470
Ask Size: 40,000		 PALLADIUM (Fixing) 900.00 USD 2024-09-20 Put
 

Master data

WKN: VU89B7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: PALLADIUM (Fixing)
Type: Warrant
Option type: Put
Strike price: 900.00 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: -16.62
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.33
Parity: -0.02
Time value: 0.50
Break-even: 779.28
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.52
Spread abs.: 0.05
Spread %: 11.11%
Delta: -0.45
Theta: -0.46
Omega: -7.47
Rho: -0.61
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.27%
1 Month  
+32.35%
3 Months  
+4.65%
YTD  
+60.71%
1 Year
  -29.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.350
1M High / 1M Low: 0.480 0.210
6M High / 6M Low: 0.880 0.210
High (YTD): 2024-02-13 0.880
Low (YTD): 2024-07-05 0.210
52W High: 2024-02-13 0.880
52W Low: 2023-12-19 0.196
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.322
Avg. volume 1M:   0.000
Avg. price 6M:   0.437
Avg. volume 6M:   138.583
Avg. price 1Y:   0.445
Avg. volume 1Y:   108.661
Volatility 1M:   239.27%
Volatility 6M:   213.59%
Volatility 1Y:   192.26%
Volatility 3Y:   -