BVT Put 0.93 EURCHF 20.12.2024
/ DE000VU888N1
BVT Put 0.93 EURCHF 20.12.2024/ DE000VU888N1 /
2024-09-20 1:48:07 PM |
Chg.-0.070 |
Bid3:04:05 PM |
Ask3:04:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-7.78% |
0.870 Bid Size: 60,000 |
0.880 Ask Size: 60,000 |
CROSSRATE EUR/CHF |
0.93 CHF |
2024-12-20 |
Put |
Master data
WKN: |
VU888N |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CROSSRATE EUR/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.93 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: |
-111.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.10 |
Historic volatility: |
0.06 |
Parity: |
-1.71 |
Time value: |
0.90 |
Break-even: |
0.97 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.12% |
Delta: |
-0.29 |
Theta: |
0.00 |
Omega: |
-32.14 |
Rho: |
0.00 |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.830 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-31.41% |
1 Month |
|
|
-20.19% |
3 Months |
|
|
-40.71% |
YTD |
|
|
-77.93% |
1 Year |
|
|
-65.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.220 |
0.900 |
1M High / 1M Low: |
1.640 |
0.900 |
6M High / 6M Low: |
2.260 |
0.410 |
High (YTD): |
2024-01-03 |
3.560 |
Low (YTD): |
2024-05-24 |
0.410 |
52W High: |
2023-12-29 |
3.760 |
52W Low: |
2024-05-24 |
0.410 |
Avg. price 1W: |
|
1.134 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.296 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.007 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.693 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
185.46% |
Volatility 6M: |
|
191.84% |
Volatility 1Y: |
|
151.19% |
Volatility 3Y: |
|
- |