BVT Put 0.91 EURCHF 20.12.2024
/ DE000VU888Q4
BVT Put 0.91 EURCHF 20.12.2024/ DE000VU888Q4 /
| 2024-06-19 4:50:27 PM |
Chg.+0.030 |
Bid6:04:02 PM |
Ask6:04:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+2.94% |
1.040
Bid Size: 60,000 |
1.050
Ask Size: 60,000 |
CROSSRATE EUR/CHF |
0.91 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
VU888Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.91 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: |
-96.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.05 |
| Parity: |
-4.17 |
| Time value: |
1.04 |
| Break-even: |
0.95 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
-0.22 |
| Theta: |
0.00 |
| Omega: |
-20.72 |
| Rho: |
0.00 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
1.050 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+84.21% |
| 1 Month |
|
|
+218.18% |
| 3 Months |
|
|
+38.16% |
| YTD |
|
|
-58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.570 |
| 1M High / 1M Low: |
1.020 |
0.232 |
| 6M High / 6M Low: |
2.520 |
0.232 |
| High (YTD): |
2024-01-03 |
2.370 |
| Low (YTD): |
2024-05-24 |
0.232 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.063 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.98% |
| Volatility 6M: |
|
138.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
