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BVT Put 0.92 EURCHF 20.12.2024/  DE000VU888X0  /

Frankfurt Zert./VONT
2024-09-19  7:40:45 PM Chg.-0.210 Bid9:51:40 PM Ask9:51:40 PM Underlying Strike price Expiration date Option type
0.630EUR -25.00% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE EUR/CHF 0.92 CHF 2024-12-20 Put
 

Master data

WKN: VU888X
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.92 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: 0.19
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.06
Parity: -2.22
Time value: 0.83
Break-even: 0.97
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.22%
Delta: -0.26
Theta: 0.00
Omega: -31.60
Rho: 0.00
 

Quote data

Open: 0.740
High: 0.740
Low: 0.630
Previous Close: 0.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.74%
1 Month
  -17.11%
3 Months
  -43.24%
YTD
  -79.48%
1 Year
  -69.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.630
1M High / 1M Low: 1.200 0.630
6M High / 6M Low: 1.750 0.310
High (YTD): 2024-01-03 2.880
Low (YTD): 2024-05-24 0.310
52W High: 2023-12-29 3.070
52W Low: 2024-05-24 0.310
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.929
Avg. volume 1M:   0.000
Avg. price 6M:   0.770
Avg. volume 6M:   0.000
Avg. price 1Y:   1.365
Avg. volume 1Y:   0.000
Volatility 1M:   188.03%
Volatility 6M:   196.75%
Volatility 1Y:   153.74%
Volatility 3Y:   -