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BVT Put 900 PLD 20.09.2024/  DE000VU89B77  /

EUWAX
2024-07-29  12:04:55 PM Chg.-0.060 Bid12:31:14 PM Ask12:31:14 PM Underlying Strike price Expiration date Option type
0.420EUR -12.50% 0.410
Bid Size: 40,000		 0.460
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: 0.420
High: 0.450
Low: 0.420
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.33%
1 Month  
+16.67%
3 Months
  -2.33%
YTD  
+50.00%
1 Year
  -34.38%
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 0.195
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.323
Avg. volume 1M:   0.000
Avg. price 6M:   0.437
Avg. volume 6M:   0.000
Avg. price 1Y:   0.445
Avg. volume 1Y:   0.000
Volatility 1M:   234.23%
Volatility 6M:   211.67%
Volatility 1Y:   191.16%
Volatility 3Y:   -