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BVT Put 0.95 EURCHF 21.06.2024/  DE000VU1B0Z3  /

Frankfurt Zert./VONT
2024-06-18  4:50:10 PM Chg.+0.160 Bid7:43:47 PM Ask7:43:47 PM Underlying Strike price Expiration date Option type
0.450EUR +55.17% 0.460
Bid Size: 60,000		 0.470
Ask Size: 60,000		 CROSSRATE EUR/CHF 0.95 CHF 2024-06-21 Put
 

Master data

WKN: VU1B0Z
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.95 CHF
Maturity: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -344.83
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.05
Parity: -0.51
Time value: 0.29
Break-even: 0.99
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 1.62
Spread abs.: 0.01
Spread %: 3.57%
Delta: -0.34
Theta: 0.00
Omega: -116.05
Rho: 0.00
 

Quote data

Open: 0.360
High: 0.450
Low: 0.360
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+278.15%
1 Month  
+675.86%
3 Months
  -27.42%
YTD
  -88.89%
1 Year
  -75.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.047
1M High / 1M Low: 0.500 0.004
6M High / 6M Low: 4.050 0.004
High (YTD): 2024-01-03 3.870
Low (YTD): 2024-05-27 0.004
52W High: 2023-12-29 4.050
52W Low: 2024-05-27 0.004
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   1.281
Avg. volume 6M:   0.000
Avg. price 1Y:   1.815
Avg. volume 1Y:   0.000
Volatility 1M:   2,073.50%
Volatility 6M:   866.05%
Volatility 1Y:   617.44%
Volatility 3Y:   -