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BVT Put 0.94 EURCHF 20.09.2024/  DE000VU5L2K5  /

Frankfurt Zert./VONT
2024-06-18  4:50:32 PM Chg.+0.190 Bid6:42:38 PM Ask6:42:38 PM Underlying Strike price Expiration date Option type
1.280EUR +17.43% 1.300
Bid Size: 60,000		 1.310
Ask Size: 60,000		 CROSSRATE EUR/CHF 0.94 CHF 2024-09-20 Put
 

Master data

WKN: VU5L2K
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.94 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: -90.91
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.05
Parity: -1.55
Time value: 1.10
Break-even: 0.97
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.92%
Delta: -0.31
Theta: 0.00
Omega: -28.29
Rho: 0.00
 

Quote data

Open: 1.160
High: 1.280
Low: 1.160
Previous Close: 1.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+96.92%
1 Month  
+374.07%
3 Months  
+39.13%
YTD
  -67.84%
1 Year
  -33.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.580
1M High / 1M Low: 1.200 0.182
6M High / 6M Low: 3.980 0.182
High (YTD): 2024-01-03 3.720
Low (YTD): 2024-05-27 0.182
52W High: 2023-12-29 3.980
52W Low: 2024-05-27 0.182
Avg. price 1W:   0.866
Avg. volume 1W:   0.000
Avg. price 1M:   0.444
Avg. volume 1M:   0.000
Avg. price 6M:   1.482
Avg. volume 6M:   0.000
Avg. price 1Y:   1.941
Avg. volume 1Y:   0.000
Volatility 1M:   332.06%
Volatility 6M:   192.51%
Volatility 1Y:   151.30%
Volatility 3Y:   -