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BVT Put 0.95 EURCHF 20.09.2024/  DE000VU5L238  /

Frankfurt Zert./VONT
19/06/2024  16:50:30 Chg.-0.070 Bid18:53:56 Ask18:53:56 Underlying Strike price Expiration date Option type
1.730EUR -3.89% 1.720
Bid Size: 53,000		 1.730
Ask Size: 53,000		 CROSSRATE EUR/CHF 0.95 CHF 20/09/2024 Put
 

Master data

WKN: VU5L23
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.95 CHF
Maturity: 20/09/2024
Issue date: 04/04/2023
Last trading day: 20/09/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -54.64
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.04
Implied volatility: 0.11
Historic volatility: 0.05
Parity: 0.04
Time value: 1.79
Break-even: 0.98
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.55%
Delta: -0.43
Theta: 0.00
Omega: -23.36
Rho: 0.00
 

Quote data

Open: 1.830
High: 1.830
Low: 1.730
Previous Close: 1.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+101.16%
1 Month  
+321.95%
3 Months  
+30.08%
YTD
  -63.42%
1 Year
  -22.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.800 0.860
1M High / 1M Low: 1.800 0.280
6M High / 6M Low: 4.730 0.280
High (YTD): 03/01/2024 4.520
Low (YTD): 28/05/2024 0.280
52W High: 29/12/2023 4.730
52W Low: 28/05/2024 0.280
Avg. price 1W:   1.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.712
Avg. volume 1M:   0.000
Avg. price 6M:   1.916
Avg. volume 6M:   0.000
Avg. price 1Y:   2.421
Avg. volume 1Y:   0.000
Volatility 1M:   306.31%
Volatility 6M:   182.95%
Volatility 1Y:   145.21%
Volatility 3Y:   -