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BVT Put 900 PLD 20.09.2024/  DE000VU89B77  /

Frankfurt Zert./VONT
2024-07-05  8:01:34 PM Chg.-0.010 Bid9:43:54 PM Ask9:43:54 PM Underlying Strike price Expiration date Option type
0.210EUR -4.55% -
Bid Size: -		 -
Ask Size: -		 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: -36.57
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.32
Parity: -1.20
Time value: 0.26
Break-even: 804.30
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.99
Spread abs.: 0.05
Spread %: 23.81%
Delta: -0.21
Theta: -0.35
Omega: -7.75
Rho: -0.47
 

Quote data

Open: 0.194
High: 0.220
Low: 0.194
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -38.24%
1 Month
  -57.14%
3 Months
  -44.74%
YTD
  -25.00%
1 Year
  -71.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.210
1M High / 1M Low: 0.660 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:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   400
Avg. price 6M:   0.464
Avg. volume 6M:   217.323
Avg. price 1Y:   0.464
Avg. volume 1Y:   107.813
Volatility 1M:   232.86%
Volatility 6M:   203.11%
Volatility 1Y:   184.04%
Volatility 3Y:   -