BVT Put 0.92 EURCHF 20.12.2024
/ DE000VU888X0
BVT Put 0.92 EURCHF 20.12.2024/ DE000VU888X0 /
| 2024-06-18 1:42:43 PM |
Chg.+0.100 |
Bid4:30:21 PM |
Ask4:30:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+8.70% |
1.260
Bid Size: 60,000 |
1.270
Ask Size: 60,000 |
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: |
-86.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.05 |
| Parity: |
-3.65 |
| Time value: |
1.16 |
| Break-even: |
0.95 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
-0.23 |
| Theta: |
0.00 |
| Omega: |
-20.24 |
| Rho: |
0.00 |
Quote data
| Open: |
1.180 |
| High: |
1.250 |
| Low: |
1.180 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
+197.62% |
| 3 Months |
|
|
+37.36% |
| YTD |
|
|
-59.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.730 |
| 1M High / 1M Low: |
1.270 |
0.310 |
| 6M High / 6M Low: |
3.070 |
0.310 |
| High (YTD): |
2024-01-03 |
2.880 |
| Low (YTD): |
2024-05-24 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.318 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.80% |
| Volatility 6M: |
|
138.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
