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BVT Put 0.93 EURCHF 20.09.2024/  DE000VU5L2J7  /

Frankfurt Zert./VONT
2024-06-14  8:02:32 PM Chg.+0.290 Bid9:43:05 PM Ask9:43:05 PM Underlying Strike price Expiration date Option type
0.840EUR +52.73% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE EUR/CHF 0.93 CHF 2024-09-20 Put
 

Master data

WKN: VU5L2J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.93 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: -120.48
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.05
Parity: -2.40
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: -0.25
Theta: 0.00
Omega: -30.54
Rho: 0.00
 

Quote data

Open: 0.720
High: 0.880
Low: 0.720
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+189.66%
1 Month  
+223.08%
3 Months  
+15.07%
YTD
  -71.53%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.380
1M High / 1M Low: 0.840 0.119
6M High / 6M Low: 2.950 0.119
High (YTD): 2024-01-03 2.940
Low (YTD): 2024-05-28 0.119
52W High: 2023-12-29 2.950
52W Low: 2024-05-28 0.119
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   1.139
Avg. volume 6M:   0.000
Avg. price 1Y:   1.561
Avg. volume 1Y:   0.000
Volatility 1M:   341.53%
Volatility 6M:   195.41%
Volatility 1Y:   152.13%
Volatility 3Y:   -