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BVT Put 0.92 EURCHF 20.09.2024/  DE000VU5L3C0  /

Frankfurt Zert./VONT
2024-06-18  7:53:32 PM Chg.+0.090 Bid9:50:58 PM Ask9:50:58 PM Underlying Strike price Expiration date Option type
0.640EUR +16.36% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE EUR/CHF 0.92 CHF 2024-09-20 Put
 

Master data

WKN: VU5L3C
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.92 CHF
Maturity: 2024-09-20
Issue date: 2023-04-04
Last trading day: 2024-09-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -178.57
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.05
Parity: -3.65
Time value: 0.56
Break-even: 0.96
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.82%
Delta: -0.19
Theta: 0.00
Omega: -33.23
Rho: 0.00
 

Quote data

Open: 0.570
High: 0.640
Low: 0.570
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+146.15%
1 Month  
+412.00%
3 Months  
+25.49%
YTD
  -74.50%
1 Year
  -53.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.260
1M High / 1M Low: 0.640 0.077
6M High / 6M Low: 2.510 0.077
High (YTD): 2024-01-03 2.350
Low (YTD): 2024-05-28 0.077
52W High: 2023-12-29 2.510
52W Low: 2024-05-28 0.077
Avg. price 1W:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.859
Avg. volume 6M:   0.000
Avg. price 1Y:   1.255
Avg. volume 1Y:   0.000
Volatility 1M:   356.52%
Volatility 6M:   207.92%
Volatility 1Y:   159.75%
Volatility 3Y:   -