BVT Put 0.9 EURCHF 20.12.2024
/ DE000VU888Z5
BVT Put 0.9 EURCHF 20.12.2024/ DE000VU888Z5 /
| 2024-06-19 1:50:54 PM |
Chg.+0.060 |
Bid4:02:04 PM |
Ask4:02:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+7.32% |
0.880
Bid Size: 60,000 |
0.890
Ask Size: 60,000 |
CROSSRATE EUR/CHF |
0.90 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
VU888Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.90 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-120.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.05 |
| Parity: |
-5.22 |
| Time value: |
0.83 |
| Break-even: |
0.94 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
-0.18 |
| Theta: |
0.00 |
| Omega: |
-21.65 |
| Rho: |
0.00 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.880 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+95.56% |
| 1 Month |
|
|
+252.00% |
| 3 Months |
|
|
+44.26% |
| YTD |
|
|
-58.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.450 |
| 1M High / 1M Low: |
0.820 |
0.172 |
| 6M High / 6M Low: |
2.100 |
0.172 |
| High (YTD): |
2024-01-03 |
1.960 |
| Low (YTD): |
2024-05-24 |
0.172 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
1,176.400 |
| Avg. price 1M: |
|
0.369 |
| Avg. volume 1M: |
|
267.364 |
| Avg. price 6M: |
|
0.864 |
| Avg. volume 6M: |
|
47.056 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.74% |
| Volatility 6M: |
|
145.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
